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.
BAD Team, FrozenState, radik_melnikov, wolfburgt, khushsikka7, khushsikka7, kema.diah, Chris Farley, Chris Farley, fazafreeman, mod36, Akis_02, demonsoul, demonsoul, demonsoul, demonsoul, Grozger Zasrogtiveslin, Souvlaki dos, alyxena, Jantam11, a Khajiit #WeAreInTheBeam, www.adrienpelletier, Hayal, Fusion, Flinzenburg, PreciseBlade, MYMUA, madi pas, Rodger; Feel the Bern, pim15, =DRK= =S1R_D3RP=, vinivallim, MasterThief, Dan SchoMeme™o, XxJulioxX, betazero9 [MG], Savvalaras157xD, Saxton Hale, xerxes™*|kbs-dsj_pb|*, TGPCalum, fabif1997, DoubleTrollGamer, daniel1005, Örion