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.
[सुन] Jashfuk, Dr_Cynical, tokosmark, Kydesn1k, Jeffrey, [Metro], Saiko, Catom, иоcтёdоцт, Spess Mehreens, GalacticHam, Dr. Porffesor. Sad, Alexander Alvarez, [W-G] Azazal, profX