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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • uhns <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• uhns/
  • content/
    • sound/
      • music/
        • hns/
          • ololol.mp3
  • entities/
    • entities/
      • throwing_crowbar/
        • cl_init.lua
        • init.lua
        • shared.lua
    • weapons/
      • gmdm_base/
        • ai_translations.lua
        • cl_hud.lua
        • cl_init.lua
        • init.lua
        • shared.lua
      • gmdm_csbase/
        • shared.lua
      • hns_crowbar/
        • shared.lua
  • gamemode/
    • cl_init.lua
    • cl_shop.lua
    • init.lua
    • player_class/
      • class_hider.lua
      • class_seeker.lua
    • round_controller.lua
    • shared.lua
    • shop.lua
  • info.txt

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