This download looks like a lua file. You need to place it in your lua folder inside the Garry's Mod 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.
TheIronGaming, HesNotorious, [CRP] FlashGaming, Loading Idea..., I Я ДШЁSФMЭ, lukinhb, some unfunny skeleton, kirbygame126, Ar.Lam o_O, NoobHunter13 [AntiNoobGroup], wheresmygui, Puggilicious, Sokkah Abdelkader, Sokkah Abdelkader