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.
legend_eren, ar_yassin, demo boss nemesis, Bmestep14, Bmestep14, k3w, enesmustafabnBN, re15revisited, slawek.witkowski, ch860905, aldi.paru, LambdaKoopa, Boogaclaw, ☭ Lord TL ☭, Legoben2, lucifer_the_shadow, DecoyofChivalry, Warpath-the-drone swe, Minimole the Lorax, captsnow, lonely19682005, 99orion99, The Unlucky Medic, The Unlucky Medic