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.
mossesx, winzart, mjennings992, jandersonb_2013, ←MLG→| Tony Robes, , galacticarts9, lakatos.daniel05, [H-G] Firethek, TalkShort, FiveSeven, ЗЕЛЁНЫЙ СЛОНИК, bubsy bobcat, Slaker ➊➈➈➈, BrokenClock ™, Mynameisperry, Luffyxd, Michooo, [F-B] TIN [ v a p o r w a v e ], [KN] Schuyler, Fondateur | Kriax, [GZ]_나임나로