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.
Kaora, Xanx..'Q~, Belociraptor66, Darky The Scout, Boy123467, NicholasIsDeliciousness, raypalmer179, Sayee, gimiiii2701, mrloltroll866, Chriskraft9, Biga, navalcoy, Peppa Pig, Kowtang, yoshi31081, spoildchimp3, davidakiraly1, Fungisnot, sasaguy41, (ZOMBIE) JoHnSoN, thecakemurderer, christophermcmahan19, Yoshian12, supermanesd12, ales.tomse, Dragon112322