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.
dbrett238, keep_good, Big D, firesip365, JackRabbit, afterthestorm454, IIIauTaH, Schnerf, Reverse, piplup_the_panda, nakkalokesh966, TiburonSubnormal, BlueLight, jvara, Cloudy, ♫ Wub Master J ♫, ☾Moonman221998☽, Epheromir, Zolt, ChalkSauce, falseprophet141, [CCG] Gmod4ever, rmn1981, Omni, [Patriots]Snake, SirWololo, fursuit_sashimi, spartanluke, sygjh, 25082000ilia, 25082000ilia, eddyfalco93, 1246368102, wcast, judge judy, judge judy, Vchipp777, OneOfTheZombies, mrkrbrts94, [Funny Bastard], Macintosh1001, vova.rostov.92, Trevorcles, Trevorcles, Karamat, Karamat, funky winky, josh_da_ninja, APEVERSE, .::Gladiolus::. [Bianca] +60 others