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.
SAS41, Matty Bear, creidim97, [(H.F.S)] Pintapepos, EpicMan644, andrenewton11, luciohjarcor, Maniaville, Demon Rider 92, PunkPredator, Mexari, kimberlymyrick64, soniaflore, farael-maia15, Faisy101, Meister Knusprig, flowe303, odin4011, HeroDjango, Famineskull98, TheBEASTWebgamer, Who's that Pokémon?! - NaiOni, 메딕, Thelightgod123