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.
RenegadoFOR, Ruben-san, TangoDown, nEv, Aderic, Costia, NouZ-Bi, [FR] Tynaluto, MaxPlayer_, Daniel, Mikk, biolox, Meat, [HS] Craig, SmileGhost, Hades, Wido, F Ü H R E.R, MexicanRaindeer, Killer Memestar, Nony, Tony_Bambino, The Proffessor, [RG - O/IG - M] Gordon Jankson, Oswald, Grozger Zasrogtiveslin, Amélisse, #VAC_ConnectionRefusedDetail, Gandalf the Ale, Ash, SonOfZeus, Rockstar09, Megazord Prime, Optllizer, [RG] RoN_, [RG] RoN_, SonySeva, SonySeva, crazyscouter, Alex, Alex, [E-G] Exylar, Hikk/a/.exe /b/ /h/, Zino2201, lando calrissian, StickmanJohn, Newan, Furion ᕕ( ᐛ )ᕗ, Kaathe, [VDT][FNL] AlexDR15 +24 others