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.
Prime, ExoWarlock9031, BenH, [AMM-F]Welshy, Warfall, ez1o, erdemeg01, Beelzebub695, Wolfy_, TheJoeyDComplex, ayy lmao, bum, userjoey, V-v-Raven-v-V, ^4B^5u^4b^5u, NaN, BIG MOE, gm_ace, [LCG] Woba, B1ts -> Going Back [adding], Doge, Damian Drake, JadeBlade37, zfadarkness, Rexz, [RG]Geo, abc, Leviatnalth The Loud, Eddie Dollins[Barnes], Alarm, Tactics, CancerNot, [W-G] Pixnutz, Lithos, MAJESTIC LITCH, sandiegoklassik, sandiegoklassik, [VR] TheDerpyFail, Tar the Peanut Lord, [W-G] Blues, Gizzmicbob, tchop59, UncleSHREDDER, Gunshed, nan is dead, ⒽⒺⒾⓁ ⒽⒾⓉⓁⒺⓇ, nano, O.va, Diciestsinger90, Captain +29 others