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.
Misaka Mikoto, мя·×Χ×, Mikoto Misaka, Kuroko, r3ilum, r3ilum, r33ilum, risoskol, akottok, aronlollollol, Rimmer, majinsystem, QCOdin, galusins56, Ganjau, G-MON, Satoshi Be WIN!, 박상현, khrky516, khrky516, 冷血体制, last(p0008874), Nagatoaster, chlrud951, MrWARIO (dead), BladezOFfuryX21, 토우마, BigWAT, VANTA, VANTA, VANTA, VANTA, Larry, kyk3423, Laurence "Prophet" Barnes, Stratosphere, Stratosphere, Hatsune Miku, [LKW Tr.] entah_lah [H64], [KOR]Diel, super goyim, Xyno, Kon, de_hate_up, hel2mes01