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.
TheBigBoss11HUN, Ghost, Pleblo, Rilluminaty 666, SerbianWolf, smi_7911, busermanov5, decadent_uk100, dodong.langga2012, DaithiDeNogla, IT G MA!, AleXelA, randychizmadia, Daveo Dinkum, -__LancerGT__-, -__LancerGT__-, Combineking1955, nelson_law02, audrius10k, SUNTEAM, Sistine, Zokrau, 7beat, 7beat