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.
Gracjan, thomashenryainsworth, swaggydj5042, PaCaVeLi, Mech, Fellarn, SaltyOstrich, [HS]SIRKILLERGAMERZ, a pineapple, Mr. Garvey, [ROG][SBS] God Of Gods, Sinitry, dotre_, ZZ, Taco, bladetoine, rex zabro, [TNet] Chadness Everdeen, Tomik *Cz*, Phoenix, SuperFrucht, Cub, Superturbo, Pnut, Angelic47, Mr. Pickels, hydrocut, [Gallifrey Squad] StarDragoner, GEØRGED11, Fresh, AGC Omega, AGC Omega, [SNIP]ATRaZer, J-Rod, MrVideoFreak, Dogman Jer, Ducky Canard