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.
Blue Bonnie The Bunny, tdbcat, Trade.tf | trade.tf, nurlybek, CommyS ツ, 4nergerer[UA], ☆♬Green Hat♬☆ಠ一ಠ, ☆♬Green Hat♬☆ಠ一ಠ, busermanov5, [MLG]StoopedFoxUA, 43, poketwinsblackandwhite, Warpath-the-drone swe, lonely19682005, =PP= 419, PeculiarPsychopath