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.
ColQuebec, Robert, iamnikke, iamnikke, Sapd, culo, Legendz, [HZ]Cpl. Dawson, DrinkProfessionally, IceCold, [S.E] #Elite#Got_Owned, r4zerlv, Matthew | 3rdRangers.org [C], dontmindme, YoungSavage, TheJuniorFirefighter, xelalex, le doot, frnak, frnak, Wicked, Acecool, [HZ]Sgt. Kenny, [HZ]Sgt. Kenny, [HZ]Sgt. Kenny, [HZ]Sgt. Pao Like Puppy :D, Happy kitty, ✪アリババ, MiLkTeAx3, [HZ]Spc. USMC 88Mike ARMY UTO, [ MS-13 ] Jesper <3, ✰VLRP✰ Morgan0111, Dingy, Despicable Memes, Despicable Memes, Masterpiece, Dj Dadad, Goobaa(NZL)_, Angry Engineer, ArashTaFace01, [F:RP] TakeTHe16SHOT, Conduit | MHKNZ - Join Santos, Rubys, bubs, SuicideMedic, Soul Eat, Sgt.Val