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.
tomasd49, [BNGR] Niko, Terabyte843, Daniel P, KuchenFTW, OzoDraK, Circonvolutor, Circonvolutor, BBCS, MasterKiller777, nyckel, Flixs, Audiorave, Scornz, __Animega__, Pussy Destroyer, Harjot, Snowki, KrapulaDragon, deathnyaa, SiEgE, omy829, Chaoui_Sama, Green_Fanta, Clownstick, mkk (mid or mid)