This download looks like a map. You need to place it in your maps folder inside the Garry's Mod folder.

You should end up with a directory structure similar to below

• steamapps
  • common
    • garrysmod
      • garrysmod
        • maps
          • RP_Downtown_winter.bsp
          • soundcache/
            • ba_jail_alcatraz_b4.cache
            • ba_jail_mia_los-angeles_a3.cache
            • ba_jail_quagmire_v2.cache
            • ba_jail_superb_v1.cache
            • ba_jail_supermega_lv.cache
            • ba_jail_suprembladv2.cache
            • ba_jail_umbrellacorp_v1.cache
            • ba_squares_v2.cache
            • cs_havana.cache
            • cs_havana.manifest
            • cs_italy.cache
            • cs_italy.manifest
            • cs_office.cache
            • cs_office.manifest
            • de_aztec.cache
            • de_aztec.manifest
            • de_cbble.cache
            • de_cbble.manifest
            • de_chateau.cache
            • de_chateau.manifest
            • de_dust.cache
            • de_dust.manifest
            • de_dust2.cache
            • de_dust2.manifest
            • de_piranesi.cache
            • de_piranesi.manifest
            • de_prodigy.cache
            • de_prodigy.manifest
            • de_tides.cache
            • de_tides.manifest
            • jail_guantanamo_by_mikado.cache
            • surf_machine4.cache
            • test_hardware.cache
            • test_hardware.manifest
            • test_speakers.cache
            • test_speakers.manifest
            • _other.cache
            • _other_rebuild.cache
            • _sharedprecache.cache

• RP_Downtown_winter.bsp
• soundcache/
  • ba_jail_alcatraz_b4.cache
  • ba_jail_mia_los-angeles_a3.cache
  • ba_jail_quagmire_v2.cache
  • ba_jail_superb_v1.cache
  • ba_jail_supermega_lv.cache
  • ba_jail_suprembladv2.cache
  • ba_jail_umbrellacorp_v1.cache
  • ba_squares_v2.cache
  • cs_havana.cache
  • cs_havana.manifest
  • cs_italy.cache
  • cs_italy.manifest
  • cs_office.cache
  • cs_office.manifest
  • de_aztec.cache
  • de_aztec.manifest
  • de_cbble.cache
  • de_cbble.manifest
  • de_chateau.cache
  • de_chateau.manifest
  • de_dust.cache
  • de_dust.manifest
  • de_dust2.cache
  • de_dust2.manifest
  • de_piranesi.cache
  • de_piranesi.manifest
  • de_prodigy.cache
  • de_prodigy.manifest
  • de_tides.cache
  • de_tides.manifest
  • jail_guantanamo_by_mikado.cache
  • surf_machine4.cache
  • test_hardware.cache
  • test_hardware.manifest
  • test_speakers.cache
  • test_speakers.manifest
  • _other.cache
  • _other_rebuild.cache
  • _sharedprecache.cache

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