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.
Frogman, Frogman, Soliden, MiniPekoe, rmn1981, Whataporra, ☣ Testside ☣, Cortsu, Life in the middle ✓, RadioActive, Online Tough Guy, OxygenSwordfish, ItalianNinja, Yukon, Yukon, -HYDRA-, Aristine., 메딕, Khaelmhaal, Siqariux