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.
AXSTHXTIC, AXSTHXTIC, AXSTHXTIC, badillomoratojose, csgofast.com™TeamRLX.G2A.Ке, 2241586939, Nekyto, ุR, Rake, AnaGeek, mario.meme.exe, Trailblazer, superbro, Ez, -=Vethqype |CMBFan|=-, Blueberry, The Free-Man, MANY BONES, archicastor1, Russell Lightbourne, MindGate, LimeWire314, LimeWire314, LimeWire314, LimeWire314, LimeWire314, LimeWire314, LimeWire314, LimeWire314, xSeven, [American Union state], zaza123, Braindawgz, joepooh69, shadow282005, Clever Name Here, darkgamerasdasdas, Maybe, KuroiHakai, David Hasselhoff, reyhansabian2001, That one Justin guy, ๖ۣۜMoon[달이], Chomper, IceFoxx35, anal4pay, Sliver, Ex-President, gilgacat, holozler235 +13 others