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.
LambdaKoopa, The Wolf Street, Fabio, [email protected], [EVO]_Manolo_[FR], Cute_Bonnie1987, Lord TL, Lord TL, Warpath-the-drone swe, Warpath-the-drone swe, LazerSpy, LazerSpy, PeculiarSentinel, [S.e.S]^Mr.Bondy