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.
pedrodaniel001, Jippz, kgergo5800, [RANE]Canood's, pedrovini040, blazeda14rocket, TheFancyEvil, pzamyslowski, isaiascasm54, DART VEUDER, LunarLancer, nomoresnb999, BILL THE SLAYER, cleiton10sfs, johnlauffer, IRiQdd, iamkaixa, Z3R02, Squidmaster, pro125gamerbg, ssh99o927, the ingineer is spy!, matthewseighman, DDG immortalsplash, DonglordActual, hidranoidas, Blades, AleGamessita [Csgomassive.com], VANTA, Gene Worm, Darklight, Darklight, maverick2006, dublindaniel0, PhYCoZ x20, Dop3KinG