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.
wollicaam, Hana Song[D.va] i Like FNAF, oscarportalanza1738, A_Normal_Joe, gaglimikua, greghulan96, leogames182, Noire, Shadow, Interesting., Herorelic, tpa TH, carlosbala1000, carlosbala1000, Ferir ♥ The Forest Girl ✿, Uros Uki, CONRECON, Dune Jumper