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.
alexocedeno, ozi2096, ChadWarden, Adolf Hitler (icejaff), abm2, santiariel22, Fr3d, zennat.3195, timmy999timmy, masterlagartox, Buu, Buu, antonio.martins332, Medical By The G, Wade(, huseyin_hamza, [Qc]Nejimmy19, 3millionaday, Red Panda, ELITE COMBINEXD, -Matt Nitro-, Shanker Jr, Hyperweqz, ~~Snorgan~~, Cohen, baba10110, UncleSHREDDER, MrWARIO (dead), Mr. Wee-a-Boo, luffwafe, Davide Scarlet, Yourakakca, l.maire c, AoDRP I_am_such_a_trollbait, Michooo, sexymacman, Deika, CONRECON