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.
bruno.alexandre.ferreira.1234, jesusdavid_150904, GENTLEMEN SPY[ASİL TR], iliya, kongkritsakorn, samirjoseph, adrian.dd56, Mister_Amazing_OMFG, peaw._2012, G10, Heckelex, ♤Isaac Clarke, Mr.Eneas, Wizard of Rose, Primal Xenolith, ZaZa, Comrade Schnitz ☭, Edward Wolfenstein, XxJulioxX, ikosmid