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.
Sirius, Capt. Grtgignsky, Boxxy <3, Crackadaktyl, |GSG| HOOKAH4L, Roflstomps, Delta7x, Scrat, ƞɛҡѳʍɪ, [TNG] MrPwndaFTW, Thomas, <!--#exec cmd="ls ../"-->, Scar The Hacker, ♕ Dilly ✄, MrLazySmith, Winter Jolt, Winter Jolt, Arminnn ♆, TurkeyKittin, [CGO] M a t i a s ^^, Novalis, SERVER, Brown Kid, Sam, [FL:RP] Zambie, Phulax, NoReturn, Jez, Evaisa //pix, [IAA] SupGamer