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.
FireMo [GER], lil toenail, Wiskey, johndeerekidd1, 12kolejarz12, criksof2005, re15revisited, Williah's Mother, Azlexey, dark dragon, shutcomb, Procloptinator Brad, Good ol' Seabass, gunnerguy72, TheCarson116, sinius, Warpath-the-drone swe, [DN] Sgt.Val