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.
Froggit, AnimeFreakHex, re15revisited, josephfaridhuet, chinjung667, wct1962, Piro Winfield, Zachariah, daniel.rowe1995, Grrr76, salo_S94, Andrew Ryan ϟϟ ™, bertisis, Pete Sahut, lucifer_the_shadow, Forg(R)otten, _.:elmolestoso:._, Warpath-the-drone swe, AwfulMoney4341, Reverend Jesse V92, plastovnik, Crazy Gentleman, msatour51, Gnome of War, Soldier