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.
teryoxin_2000, minecraft55.teo, CraftedRL, danil-belousov-02, 10mouselord01, 10mouselord01, Mei is Bae, sebatavio, ariano113, ariano113, punchedfever8, nantawat_goft, ♫ Wub Master J ♫, Happylilbuddha, vladtal4, ☆♬Green Hat♬☆ಠ一ಠ, ChalkSauce, Strigon, kvnkst, bonnie.gta, ( ͡° ͜ʖ ͡°), Ya Local Shawty, Nightwolf, Bunnikyns, shaqnd32, Training for ISIS, LOL Scorpion, smrc.p121, ed.rez.lv, ABNER, fps-creator-glo.ucoz.ru, Nightmare The World Eater, busermanov5, OliCoon, galusins56, yunhh, phantotri, merritt.matthewj, Mvh Nexus, Untitled-2.png, gamerisraw, Ex-President, ВАСЯ, Fat Bart Superburger, squibs #dongpower, lloydbus, UncleSHREDDER, UncleSHREDDER, UncleSHREDDER, Kans Owens +23 others