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.
dblum1520, Emerald Flow, kuruczlaci13, glocklock, DeadRainBowDash9124, skorski.6a.20.2012, Squerl101, Nikolai #Plue, [BA/MR/FC&N/CRPAF]Costar1198, QuasarBarkas, alexrobino21, Wolfie, Caroline Meem Johnson