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.
adi8020, Jordan, mrtrixiz, blerimiseni, joalalfred21, a_goten_dbz, Devan™, gladys199, gladys199, danksteviee, krystianwasiak51, gladysmp2373, Wellhypersion974, Wellhypersion974, MineTex252, heldharpy19deadpool, Hardcoreknight, Aotonic, Danielzinho gOD, Danielzinho gOD, RGN | Hazzerman, zaza123, レム (Rem), $il3nt_P®otλg0n1st, Hit, [L.M.B.H.S.W.S] AR-11319, Mister Crowbar, dark_syndicate, dark_syndicate, dark_syndicate, mani75191, fazefred1738, mani75191, Slenderbender, redarchfiend, BigBoss, adamkinnon2006, MrKwasny1519, MrKwasny1519, °CLØcky Bѳxy°, Gigantic Crimson Canine, Gigantic Crimson Canine, yazansbouh, BuraKaptan, Zoom, Zoom, Olddd, masterlagartox, masterlagartox, Lemon Ice +126 others