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.
₩ cryeprecision, [GER][G4L|DWIA|SureCraft] Kay, Sotius, Boomk3r,, -| Kazuma |-, Banana Network, Tereat, FaZe Rain, HardWarriorS, nWo~xOv3rDoZ, xD, Cagealicous, An1P0nyar, Skorin, [FB] lolgamerHDTV, Wurstsalat, ✪ XiiooX, [DFA] Captain micke, Rire, Ahead, Rayder #SpoopyHellaween, [★] EliteBär [★], Aweriy, 1934366311, Highx, zztoothcatcher, kaasisbaas, Bradley, Ezio Auditore Da Firenze, Wolverine096, Bob, Jakolivian, Katastrofa, eK Gaming| Ra!N ツ, -eG- Flames, [LR]Hot_Diamond, kn0xed