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.
NoName, racope9, ItzOrbit, ▀▀▀▀▀▀▀, Spongebob, The Nigerian Warlord, Razorman220, Poopy [Im Poopy :3], =[HN]=[LFG]Gumgo, Oqheyay1231315ad413d12313aewaddw, NoobMaster, CoolGoga, PKU, Jason, Titty fuck tha lasagna, Thelolslols, DennisM652 | Freerun Gaming, Skit, Skit, Skit, Skit, EloyDew, Rusty, Kryptic | Hyplex.co, Jᴀsʜꜰᴜᴋ, Jᴀsʜꜰᴜᴋ, EggSensei, stealthdude543, Friendly Neighborhood Goat, Java | ©∫∆√∆∫Á˝‡ﬂÍ∏·©, Java | ©∫∆√∆∫Á˝‡ﬂÍ∏·©, Lord Empty Bucket, Emerald, Crafty Gamer, Mr.Flipper, Reptilian, Shadow™, Doge228, Sitofu, jetstrem, Adrenalinium, (T.E.V)ItsLiam21, ††Silver , Uber BB, Чебупелька, joker666.1337, sahoka, Basil Fawlty, Pedro The Intelligent Retarded, danius2004【︻デ═一】, DEMONTOOLS +165 others