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.
Shadow_e17, jedreklawrenceaaron, denybabelman, xxhipsterbadgerxx, PC Viking , Butchy, Lucy"Melody"Addams, Lucy"Melody"Addams, pyramidhead395, Pup, Aerotack, BionicRaven, C Y C O T I C, SlendeRAMK, AnnieRTaylor, Croconaw, Croconaw, Fistaschka, Pheonise, Hasl Incurious, , , Hoodwinkedfool, zaidiuar1, ZeroKite, Blargman, †H△† Be▲Ʀ B△5†aƦD, DANTE.CARNBY.2015, NetNavi, The Last Nomad, TF2-Reddpie, DesertFoxZalem5, your trash waifu, Soviet Comrade, EgrOnWire, Soldier