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.
dysty, GXLatias, Duckman, (Merc for hire) Kaito Destiny, Artwell, Chaosdynasty [TC] <YWL>, Zaku II (laggy addon collector), Jackie Saint, lonely19682005, Dis Dolphin Guy.., Dis Dolphin Guy.., PeculiarReality(Sick)