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.
VideoGameSomething, Joakamine, wuki.vucko, Hvalros, berryaaron11, berryaaron11, toast, Jounzto☭, BrazzerH3AD, BrazzerH3AD, ASeriousGuy, NØLife, NØLife, Hunter, ZeroKite, ZeroKite, ZeroKite, RaneZero, Jurisdiction, 88Deimos88, Valhalla, B̴e̷s̶t̶g̸a̶m̸e̶r̴3̶(O, Alfons-Schuhbek, NyarkoO, Dopey, Dopey, Chippy.exe, Chippy.exe, Eshap, (2142)General Reaper[FuG], Jensen five, Davey Bones, spongebob, 3dgy_Santa_Boi, Kopperr, Eleven 24/7, Bob, golden freddy, Sokkah Abdelkader, Sokkah Abdelkader, Storm_Ocelot