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.
[AG] Archdemon, ✪ BaXeD, Omnivion, JSingDreams, Sir Ender, Theshinx32, COMBOY23, Harkness on TV, XStealthshooterX, Cal Lightman, serenity, Andx lp, Cyborg, floral, Biedrongo xD, Wadanohara, Nathan, Spy, 'Maik, Morschy, Jos, _termiom, FreandPlays, ✪Faya™, Stoney, Stoney, DrugHungry, ZDF Dranium, saint bobby or things like eat, [csgodep.com] PlayNever™, Black_Vegeta, Noname, Karma, Wrein, [Kawaii] 波崎 :3, Hanaka, MrZitrus [Z3], ✪ aLex, Niall, Definetly not Apple Pen, ✪PilotSmurf, ✅hackslash_, Ladys First, Albinos, TheNasura, Brzydkionjest #, LucazDaKing, ✪ DeaTHwIsH, steff00212, sad2 +1061 others