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.
Staff Sergeant Slim, Widowmaker, ᴹᴹᵂ ᵀʰᵉ ᵂᵉʳᵉᴹᵒᵈᵉᶫᵉʳ|LifeOfCards, [MLG]StoopedFoxUA, Lord TL [Hun] ☭, Lord TL [Hun] ☭, Lord TL [Hun] ☭, LilttleFreak, some unfunny skeleton, Green Grapes, Lemurfot, gloowb, [▶G◀][Ch.ZBK]-[BLOODY], [▶G◀][Ch.ZBK]-[BLOODY], zonemaster95, Warpath-the-drone swe, GÄŚØŁÌŃĘ, 實況主 TimDocHt, Nep Nep Nepuu ❤, Fluff, Di`Kut, AllytheWolffy98, [TSC] Father Smashmas, Hobo, PeculiarPsychopath