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.
xlunativ, [B-G] Mr Ballistic101, lulucas19, ASD, ASD, PootisPootisHoovy, Lover<3, hugo, DonKiHod, josephfaridhuet, shopatmephilip, KamiofThunder, TheAdriCraft©Fr, Akey 2k16, Quentin Litoria, alex39, FaZe Rain, OutOfBatteries, Floow, TJ1, Darkness, Austin287856, Smartjer123, canacbise, ★꼬부기★, Mosi, I be rollin, TheChickiDoodle!, amras123, -vG- Dr.PepperGaming, Hilpup, Swann Walther, lolimnew, Alarm, ArthurBil, 1934366311, [ZIER], Jake, The_WonDeRing_Boy, PoetryJam, Mr. Cosmic Seagull, The Dark, The Dark, MarioandSonicFan21, AyZik, killhamike