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.
Ｉｃｃｉｓｏｒ ギゐ, ๖ۣۜLegride, Scooter-Evolution, <hsv> Boss Baby </hsv>, Fire, Fire, Kavat_Keeper666, david65346, WoTaK, kevoseven11, vt_candygirl, Fluxile, WITCH (RUS), Tekmon_Xonic, Pukki, FlippyTheYoshi, killerbunny, guardiant_t452, Emestar, Taken, PaladinWat †, BIG BIRD, Lazy, Icewine Rose, CryCel, No Fcks Given ツ, ❦ℒǔǹǻ❦, ❦ℒǔǹǻ❦, ❦ℒǔǹǻ❦, Takahashi, [GG]Tense!, ☤Asuna☤