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.
falseprophet141, djermoune1666, Nicolay796, Dongus, Catbug, blooregardo, Trent, Grozger Zasrogtiveslin, exit_room, hyperactiveReloader, SushiPirate, Crossradeon, MrShlapa, Vilsol, WallyWorm, WallyWorm, Slide⁷, Tagulon, Chompskie, Fells, Tiberius, Ruby BlitzKrieg T.R.I.C.kMaster, Jan Björklund (L), Professor Dreamsicle, Marcelievsky, Xiron, 지옥문을 여는 방법., Fort, Jalaal Nassar, LittleDrake, Hyper2faceman, Jei-Sun, Jeyem, Chef John