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.
Firecreeper240, Jesus_Christ, Cat_Sparrow, Tron, Le Swixemeister, loke, AMD, Alan, erevanm73, , [SGE-A] Blackdead, YETIMAN, тѕсм.Hikari Naomi, тѕсм.GameRaider [GER], Renegade, [Burst Link] General Resh, JC2106, l.maire c, Iced Snake, LAWNM0WER, stealthboy60, Mariomette, Revarion, тѕсм.[SG-1] Teal'c