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.
Derping4Mana, [WinLife] WayZer, HeawkManiac's, AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA, LHN Tv, dodover, Team Vlad, Lactose Intolerance, julien.psg.neyret, John Makkin, emicarrara96, fedor, s69saw, hock_t1000, kevinminecraft75, alex_killer_cool, Cravatte, Raizzzy, Homestuck Fanatic, anthny78, deprad, Kingmaker, parkylee22, Murr, Youto Yokodera, Kokipoki, scraatch, Jacked by PoodleCorp, DiGiGaming, | Mzkie |, BlueGhostHD, scraatch, baroncraft12, He||oween, He||oween, Skuch, HEAT, SmileGhost, [FrenchDream] | Brayan., KStrider, Jizzmeister, <pest> [retired], ferrE, BleachPancakes, Creonix, WayMс, DanOneCC, sooklal, -ＶＧ- DaRk F!R3, Ramix +52 others