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.
◄ Aℕ†CΘᖇ∑ ►, Rhino, Tender Skulls, GhozT, Tony Swift, glopezmilla/HELLCASE.COM, Cookietaco74, Skelly, QSP_Bannister, warmalol, Foul Play, FranGoye, Creepkillpop, TeddYTBeer, God Of The Midget, Sand BX, cartermo, gabi020314, Nacho...✔, xCrumpy | DankRP, Beaver, Banjo Biscuit, Tombz26, Jeremy, x_XFluffyButX_x, HorizonGamez, Zakary hellcase.com, Jessy Multigaming, Pscythe, Cyka, anjo, pedrinhogamer824, MLG elmo, Sato Kasuma, [KG] Cards [NA], magiccrafter11, Ace, DevinK, Spice, ThatCrazyBear, Dev, The Fiddler, Shelby, Bambam, Spectre X Viper, Bob Tom Tom Bob, seglerdaneven9, xdman21, Joel3531, jaidenennis081 +695 others