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.
[AG]MR.ANGRY, Arkten, Wayde, roastikillu, tolf-dietram, Jason, SAM1, ExZeM, ExZeM, DeluX, Elliot, DeriGuz, Batty-__^, Kuntula, denisman12, Nep Gear, Derping4Mana, [WinLife] WayZer, HeawkManiac's, Niwaka, AAAAAAAAAAAAAAAAAAAAAAAAAAAAAAAA, LHN Tv, dodover, Team Vlad, Lactose Intolerance, julien.psg.neyret, John Makkin, emicarrara96, fedor, s69saw, hock_t1000, Konami Kode, kevinminecraft75, alex_killer_cool, Cravatte, Raizzzy, Homestuck Fanatic, anthny78, deprad, Kingmaker, parkylee22, Murr, Youto Yokodera, Kokipoki, scraatch, Jacked by PoodleCorp, DiGiGaming, | Mzkie |, Lincoln Logs, scraatch +78 others