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.
๖ۣۜNinja Productions, daniel.poliran, RT, bonk71774, Papyrus, ߷ Faggot spinneR ߷, Crash Override, DR SAMSUNG, Passos, Darthfreeman, Pigeon, Suicidal Bread Loaf, masto, [MG] Cheezus, Kuffa, AwfulMoney4341, ama, artem