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.
SSGSora, michaelprichman, kabaserkan14, MR X, Kyougo Himinawa, [TS] DazedSmoke, innin, nestox, JCelmaestrodelpsp, elkasei, ☀Skadoodie, Sam4Dead, Talon240™, CoG | Leftie, _Dyl4n_, masonwyant, HEADHUNTER The Skeleton(Wisp), HATCH_END, XxTHEMLGCHAPPYxX, CheezMan, Der Zerknitterer