This download looks like an unpacked addon. You can either convert the files to an addon or merge the folders in the zip with the folders in your Garry's Mod folder.
You should end up with a directory structure similar to below:
This option makes it difficult to remove the content should you no longer want it. Merge any folders from the zip with the equivalent folders in your Garry's Mod folder.
Don't know where the Garry's Mod folder is or how to extract zip files? See more useful installation tips.
AstroDrago, Colonel Cosmetic, Mr. Hat Wearer, doctorwho20044, Gandalf, doraymonlol1, Blu Horizons, Sorch, ☆♬Green Hat♬☆ಠ一ಠ, uujou, ericsamcmontero, buggerwugger, rlocklear014, Sir Gato(Gato), Artem070379, iiSpartan2667, IanG, Seth Rolins, nemesisvrsa2, DiabolicalPotato, StormFX, JaKe Aleksandr, name_display.wav, petroff.artiom2016, JakeThePhysicist, mic.rus2003wp.pl, (141) John Freeman, Tommy Wiseau, Apoe [TurtleBitch], Muncible, brianmcnab, TF2MlgEngineer #TeamHeavy, Sasbrae X Shine, zippokid007, Icewine Rose, SketchyBehavior, Zokrau, msatour51