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.
jeremie.geulin, Spoi, Dustin2829, Malu'Kalea, Kratos Mercer, patatex111, Demon killer, [email protected], [email protected], vanillah89, u4ick, ngocnhabe0023, Large black man, bomberman, Kans, Gamus, Eschaton Monk, Badhorn Stadnent, CarLo, kontra_hollow, Rathalos Matoi, Rathalos Matoi, The Archaeologist, Sonic Alchemy, RL-Drum, Frozz