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.
DarkDevil256, thedued321, Look at phone, Hamiznik, Southpaw, Hoodie Killer, andrew.rigobert, D-TOX, catlett_alexander, nick.bouwman57, Imperial Soldier, [TG] iCrazyTeddy, lord of empire, A Magical Potato, lukashov1983, AxePro16, Mr. Strawberry, (2142)General Reaper[FuG], =PP= 419, ales.tomse, Sirgibsalot, ikosmid