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.
Showin, Shamalin, ZGFueDkx, Wojt_pl, TerrorSoul, nightnuker, XuXerGames, zXceL |, St11l, St11l, Franco M, Oxy | Clems, Koshitso, <a>Turtle</a>, bubbyboytoo, SlyFlux, rawly12, Sanii | 3rdRangers.org, Vox Serico, TomLaVachette, Steffion, Clix4Kringe, Vukein, Alice Angel, Mka0207, Pario, Kim il-Sung, JustDinh, MrGeekabit, Alex, CryptAlchemy