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.
fightherot, ghelt2000, lord doom, TheFrost00, [La Renaissance]♕Lucas♕, TonTon TiTan, beardsdreem, Moodel, ^3Guitarman, sshahrabadi92, Corvezeo, Coincidental, Coincidental, LaOnde, xxalex338, ∞TF2∞ T0xic, Julienpeps, DarkBlood, DarkBlood, Dopey, Col. Mustard, Gruntlz, Varia