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.
Dez, The JMP, xiongliangtian123, Papyrus, Hideous Kamikaze, daeslender, alfie_brown2005, automage, METAL-HEAD, nicolaasd4, Liam | NewNoize, outgoing4325, GnomeSalad, Napas, LazerSpy, LazerSpy, LazerSpy, maniagojared, maniagojared