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.
ASeriousGuy, Hunter, ZeroKite, ZeroKite, RaneZero, some unfunny skeleton, 88Deimos88, Valhalla, Alfons-Schuhbek, NyarkoO, Stephen Stills, Eshap, (2142)General Reaper[FuG], Tachimarine, Crazy ol' Cheeseburgah, spongebob, K3yboardWarri0r_011!3, Puggilicious, Jafar may need glasses, •҉ TehAngelØfCrazeh, golden freddy, Sokkah Abdelkader, Sokkah Abdelkader, Storm_Ocelot