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.
\HT.S/The_HAVOK, gabeman1105 | gamekit.com, Suicidal Mouse, alexandra, ✯ Scopot ✯, Muffin, Maxsiray192, TheOtherVideowarrior, ViktoroLeBausLemonad, Glowin' Deathclaw, NavySeal, Babyjoshy5, SkinnyBones14, TheLukasGran⊗, Console, blue, Woomy!, MoleMat, Mythicaly, 2cringy4me, fearlesskdog, fearlesskdog, Xilorefull, [ACG] Arena Creator, [WOG] Alexis M, Brown, MyFinalHours, Prankster Frank, sexystormtrooper1337, BIG GUY, ๖ۣۜryanm2711, Croiss, fielsoto.poto, IM JASON BORN csgobig.com, Connor, Void Dan, riselcon gaming, HeroicMaster, navy Seal, Bäver, THE CHOSEN JUAN, Grimm Reaper, raykiller22, dragon_12dk, TheRealJebus, Tiki-Tuku (the hip black child), A N A T H E M A, Brooklyn, グルド, Egg +278 others