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.
[GC] FroZen, [GC] ƤĄƘŲϻĮ, Shion, xXxRIPxXx, david652000, BAD Team, [BOT] Rohlik, Poilox, saeid1682, Inkling Girl, CHEFF, Zenoa, Mac N Chedos With Sparugus, Vince, T'zid Z'en, , MELEE_UNIT59, DrWoofington, Phobos, <Insert Name>, Chimmey, Abren, Dilix, ChiMeiKuTeFu, pascal.beucher, Glaceon, erikhale, palex92, Jynx Noise, Petteko, Gabe Newell--->, SoulBoundHunter, Skyvoker77755, ziadsayed07, 0BSCURAX, Yahiya_Gamer, Skystriker [GER/EN], Hellboy, Kaneki Ken, djroxrox, Biodyne, Supah Bwab Wass, nikitosrus09, Gasmer22, bolonha, cool cunt, Backyardigan Sweatshop, Fluffy_Don_Juan, Mr.Duck ( ͡° ͜ʖ ͡°), [BA] SammyT291 [FT] +571 others