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.
, , _MSX_, kupaplisno98, Bosopo, beckdoor, Swiftty, AFRO RICK, perezderby8, アシュラ, Tome, Mynx, 菜的惊动党, OrigiJuan100, qasiban, XG3NG4RX, theg070809, gamerkeke219, , Oppi, Hmahama, super boi, alejsada01, larosedumatin, ricroll reis, Ded_Im0, pizza master, Fernando, CwispBacon, johnfritzpolintan0, popcat, PaluluMan, greger2002, littleboxman, Theboigamer11, CyberFlash2020, allanjohnson355, NN, samandarvish84, alguienraro2221, azirifki20, ToasterLP, squirrelman6565, jamesmanous08, Gordon Freeman, the_white_bori, Aenor, montiform, Major, idhidden110 +2933 others