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.
fightherot, Squeeze, joepooh69, Gunslinger, matrocraft, ★Pepper, ssh99o927, Chomper, Crippling Depression, Llamawitz, some unfunny skeleton, Poof, Pákitó™, [WNM]Her01n1, outerwavez, mister_slender2, H4zard0us, Outland Predator, Khalfi_TT, Minimole the Lorax, Minimole the Lorax, Warhait, =PP= 419, Fort, Fort, ryan