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.
ikigami, . vega$ ., doom3dude, iamgreatnate, TryHardGamer115, TryHardGamer115, lion1323hd, archicastor1, kaivanie, Rick Grimes, SaVage_ShinObi, fightherot, Squeeze, joepooh69, RiP, Ｋａｙｘｙ, Gunslinger, matroxz xDD, matroxz xDD, matroxz xDD, Jenkee Reemer, ★Pepper, robbed by a chicken, ssh99o927, Chomper, Sliver, catpsycho, Jurisdiction, Poof, Pákitó™, [WNM]Her01n1, David_Allan, ☁ kiionohi ☁, Пожилая Скумбрия, sinkage, Outland Predator, helpmelol, Minimole the Lorax, Minimole the Lorax, Warhait, =PP= 419, Yukon, Yukon, ryan