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.
dashingfahad9922, baloghjozsi2117, zDragonBr, keegancab, MiCo-SaUr, michaelangelodagaas, Killex1, ПредНовогодний Jaguar, nick, joemari, jas816, jas816, 麦わら帽子 Mugiwarabōshi, slabs37, Lets go, marzluise, Tenseleo, Tenseleo, ©Skullby, jacobvo06, kefir4uk, pabloarraiza123, deivis_salaverria_hernandez, deivis_salaverria_hernandez, prigacari3, A Legion of Cats, LoboBranco_, bradobedencio, Spider-man, Сaptain Price, Wubelud, Adelin^_^, ShyThunder, BRATISHKA, Devan ツ, GHOSTWARIORALB, tammie_le, Therrous, kawanssilva10, ZaquiBoyy, qweewq3214, Dio Memendo, zainulabdin2008, Adam Yurii, NVIDIA, slenderjirka, ElectricK, barto105, Swizh, Trikz Evilz +87 others