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.
Bolibompa Draken, eva.mary.soledade, minievil, Who's Cro-Magnum, izza, That Box, BOT Biktor, In My Mind, ioletsgo, conco, cmarti, blazing, blazing, Hypi3, 1LEYEN2, rchamp26, 1FlewOverTheGook'oosNest, glitch, azi, RedFire, , Lewwings, lux01, Somik, XDarkMurelol, immortal ლ(ಠ_ಠ ლ), Yoan, James, adamc295, adamc295, Dank, johngetman, LiL Water, ₪ | snxw., Dusty, LOL, abd.omari99, Nexsus_350, Nodge, Wytter, Reinhard Gehlen, www.future2018, kuprik.david, cbsarge, GTSMR Loquendo And Mudkip, lil honda civic, MisterBlackie, [LMC]Doraen, Smilka, [DC] Sampaio +192 others