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.
TOMMY11074, CaptainDalek117, trece, InsanityCondemed -_-, Spartan Ghostface, rj13102006, brycejclosser, skele, Overdrive, oppoj, kingofcats95, Martinvenegas123, rag3cr1t1calz, pra-nakorn-ngernted, itsmakeshift14, correobcd, hazelcostin, 96Beryl, rdonat123, nikola.dakic99, Why So Serios?, jackmac32, gallantone, gallantone, Nos, olanierhoward, koossa12344, lucaslefou*, veltrollex, ghelt2000, DamiOP, ShaikanWarrior, joecox1231, hinzm1, XLuke, dj_wilson_2008, xxaphawolfxx, xxaphawolfxx, Radarjeep, hectorcotto97, swordserbuddy, itsgdgamer2003, itsgdgamer2003, SOLID SNAKE, G-MON, (ϜϓſϞ)Atılgan, The new way to die, The new way to die, That One Poor Gaster Blaster, pixeldirtpl +14 others