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.
valerochka.mokryy, cole's, bakosgabor666, bbqbebop, big daddy, ★DeagleMaster★, JulianElCapo, hunter_kill, hunter_kill, tizubogdan, TiburonSubnormal, creeper_1235, OlisiXDGames, Wilford Brimley, airplane02, ReisFresse, cmchapin, gunnarbauska8, Sp00ky-Shady, aforalecN7, |ÅΩ|Crazy♥Gunman►2C4U◄, Dapper Fapper, Bebopblue, the ghost, TheBlueChristmasKid, Spike, DavySco426, 2me', Sir. NexUs and his Dank SandWich, Howl