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.
Doom213, irimiagiani2000, irimiagiani2000, SuPARu., AlecxXGamerX, matroxz xDD, ataree-anas-14, whenworldscollide2, ♫ Wub Master J ♫, G10, AxeLoquendero12, Chomper, anal4pay, SilverWulf, VALENTgame, Ex-President, MegaVector101, silvio76otavio, [NexusRP] DaZy, Warpath-the-drone swe, Minimole the Lorax, Zokrau, golden freddy, ikosmid