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.
Acerackerman, y5757021, Schne1der, [bot909] . ..◥◣ ◢◤....., [bot909] . ..◥◣ ◢◤....., Pilot DuperMeeper, fegnouche, Sub Personality, pifpig, Tragiikss_★™♥, ϟακσ, ender kill4, ender kill4, Super Courier, Rubick, Bob The Man, Ronnie Paints, Ronnie Paints, [GLDE]reno1979, ФОМА, 【RisH, Kingram, le_piaf, Yolapatatoes, BatmanArkhamAsylum, Slaid, Slaid, Slaid, Danker Memes, mnami690, Metzamillion, Linkl, james.lorton, Sloth, Tyrone Biggums, Thelolslols, Nekros, Lostinpugs Ellie (P.U.G), diblor93, LIDAN, syno04, Hit, Bimsen, doudoumanix76, Zalo #DicksOutForHarambe, Church, ★RedPanda★ kickback.com, SuGa, Eden, (YouTube)Наташа Косюк +145 others