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.
lizocka211.80, rosabrawlstars730, Roshiro, _pro_ShAuN, Trevor, mehhhhhhhhhhh, ||chris||, steven.ellsworth40, Sgt-Waffles, spancerXL, NexusDevice, CringingCrit, ARandomPerson, jsatterfield363, Napoopan, The Last Kushbender, Hds46, THE MINGEBAGS ARE COMIN