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.
BuzZoiD, 14mkelly, coacco, jimmyhoyt176, paradise132, robmarmig, Abel Madrona Antón, krishakorn, krishakorn, mobytek, ❤ŜnäkeƵ❤, NepNep, Puma, Domenic_Falcone, meza2212, Axon9000, Schmidkalkan~ ★, SCP-049, namako, Кто то, #At%t Ground, GosTeG, [RN SCP] white rabbit, Neur0toxinE, CaptainMini0n, DominarKyzar, HeLLo!, file_follgen.mp3, lancefancypants, Slonkii, Phyksar, Dubois-Delmas, ⎛⎝Dafoxx⎠⎞, =ΡΡ= 419,