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.
Gmon TM, PoSc_Jey, Vuudi | 黄博成, Mistral Flier, a bitch, SmallMischief, McDumbass, ElementPride, RMS-099 Rick Dias, barsteigagb, [WFS] Dumuscheit, Idiot for Life, GenEric, Devilswarchild, ATomIK, Natolikin, O'Nesix