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.
XN | Scorch, DicksForKids, Tyrone | ScriptFodder.com, Nightcrawler, Solomon Juicer, Bad Bunny, Im A Cunt, |GR| |NS| Unclegennybee, MineTex252, Jake Tomson | civilgamers.com, Heinrich Himmler, DAVID, totoropixels 龍貓像素 克勞斯給管理員, SupremE, TT Putin | hyplex.co, [CCG] BooBooKeys, DennisM652 | Freerun Gaming, Knudsen127, Big Smoke, Red4Bull [VLRP], [HG:N] OlivarTh0rnhill, GavMan, Sonny I The I Gamer, xanderpander1, Hellexpress, YaxyZ, Freak[DK], (AG)DJ_Tyrone, (AG)DJ_Tyrone, VoldyWarty/Newb hellcase.com, ZzeA, ✯Sp00n✯, WiredFox, Mayor West, Captain Andy Trout, My Dudes, My Dudes, Basil Fawlty, YoStick, CookieJarGaming, nepler, ツAnexisRPDevaツ, General Riggway, Bruno Luigi, [GGS] Pew シ, Hades, DG 1LittleDog, skrillex, DvD, fallqvist +54 others