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.
google.exe, Plague Doctor, Melee Boy, < blank >, MetroidJunkie, Maniac, aletriska, Adamek656, petersmail, Teschke, xMasterDizzy, 8Yaron8, 8Yaron8, freddyfazbear240, The Tangled Liege, Chem0, Baldwin Racer /*al*/, Mr. Metric, Msblast, Murder Is Pink, isonic, rxg | MintTea, Revenge146, l.maire c, docapocalypsemd, YesKittehYes, Terry Fox, RogDaizer, dirtpeanut, Dookatroopa