This download looks like an addon. You need to extract the downloaded zip and put the addon folder in your Garry's Mod addons folder. You should end up with a directory structure similar to below:
Don't know where the Garry's Mod folder is or how to extract zip files? See more useful installation tips.
♫ Wub Master J ♫, Pedro_leite_06, senka02, Lucy"Melody"Addams, Lucy"Melody"Addams, Dr. Blueling #ReviveRapid, lord_marcoelite, AranKudo, My OC, Ronathon Beasley, sandman, in space noone can hear you fart, kolizion5, Vix, TitaniumSpyBorgBear, ™☢Rλd!⌬4<✞¦√3☢™, [PMD] Darkky, Warpath-the-drone swe, Warpath-the-drone swe, tonythezombiehunter, Yakuza Merkitzi