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.
Daenerys Targaryen upgrade.gg, BlackSam, MrLimpaan, deadca7, Benn, PERMANENTLY, sebatavio, T.w² | Elementz, [LBRP]Altheron™, fantome, [EU] Virtual, Fluxile, Fluxile, mordor950, ST | Lt.SlayerS76, [SGN] 0xymoron, Morph, Stadus, BUBLË, [PGC] Doctor_GLaDOS #TeamHeavy, HellReach, JordonGrace, DarknessGaming, Wareb