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.
KunaiKilleur, TheVaderLP, fedor, .DEXTER, floff, Egor, [KG:RP] Insert, DAez, Alio Niroti*, [VG]Basic | CSGORage.com, Matt Stone, OOPian, Nightliss (CSGOEgg.com), Slawer | Apprenti Codeur, Geoffry Skionfinschii, Alokey, rabidjewls, PGDX, Joseph Stalin, Pob, Pob, MexicanRaindeer, IfapppzTV, Fabio, [RFF] Nathan, Wiiz, <9W>_H4, Kevin, UniOn=3, Snugzz, [EGP]Tom, [EGP]Tom, ToXiiC, n0mI^', LeGiT, ℳ, Packages, [L²] Safira, Rossi - Gone, Dexter, AO_DeltaB, :|Ϟ|: :3 (No Sound) (Modding), Idean, Ahmid Doulha, Havora, [C.R.P] Victor Ranox, [C.R.P] Victor Ranox, TG | Paperlacks, Danon, [LNM] Julien Exther +20 others