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.
MRJ010, Rhys Adams, Apothéose, Cobra, Alphamen, LoL [F.B.I] Guill3G2mer2, nathzyo, lf1498, Sharkt45, AtroZiXFr_, pillard.alain, 3millionaday, [ES.GR] romalt30 [FR], GlaDos15, zontel51, zontel51, Fl0-Du-Piano, -JawerZ-, BLaMotte, Ricky del pesto