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.
SeniorBanan69, Big Ol' Boy Butt, Alphaneee, haumaroc, bautista13angelica, Team Fortress 2 Koala, HellRaiser [PL], gamergr123, busermanov5, TheBillinator3000, , kwvance, Alex HJ, FightWithTomZZZ ninjackpot.com, Asrob1001, memes.jpg, Jurisdiction, ive been lookin ut it wit ma hed, ILoveBacon013 /trade.tf, Soft, Mi40, Дрэйк, damon5, capedavenger809, Sistine, Sistine, Sistine, Sistine, Nix56, Nix56, Nix56, Ignas[LTU], lucaSim, lucaSim, bed, The Rocket Gamer, Rulue Dubois, Blitzkrieg, hobo god, goldapple1000, Sokkah Abdelkader, X dude Awesome