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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

MilkyBacon, leafeon911, M4A3Sherman™, carcharodon328, ✠TeaRex✠, sugarandsaltfox, larryatafox22, DanChik_72, yo332, Gáspár Laci, Louder, KiSKa Dolbajob, Plasticducking, TRIFE, Виталя, (ツ)_The King Of Cuchufli_(, kinogameplays11, Knup100, KingslayeRYT, JackJ266, Bia_biax, ✪-MilkCup-, UnionRust Обнимашка:), huskeysmurf, Maison1234, Andrewdroid101, Dukester2003, GINGER CAR, patrickevertse72, Jhow_Noise, loidster1212, yaet, omadess19, SCP-049, Alex363, Philip, yg693333, General JoJo, kazzigum1, A Paranoid Squirrel, fedin0808, wordax, shadowbladeson, viperx777waw, kaller.hacker, ＭｏｏｎＬｉｇｈｔ, qmpel1, スプッキー エミリー, hassan.lattakiaa, skyle6 +4810 others