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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • Gods_Little_Finger_V2 <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• Gods_Little_Finger_V2/
  • changelog.txt
  • instructions.txt
  • READ THE INSTRUCTIONS FIRST/
    • lua/
      • weapons/
        • Gods_Little_Finger_V2/
          • shared.lua
    • materials/
      • models/
        • weapons/
          • v_models/
            • Magic_bullet/
              • map1.vmt
              • map1.vtf
    • models/
      • weapons/
        • v_snip_awp.dx80.vtx
        • v_snip_awp.dx90.vtx
        • v_snip_awp.mdl
        • v_snip_awp.sw.vtx
        • v_snip_awp.vvd
        • v_snip_awp.xbox.vtx
        • w_snip_awp.dx80.vtx
        • w_snip_awp.dx90.vtx
        • w_snip_awp.mdl
        • w_snip_awp.phy
        • w_snip_awp.sw.vtx
        • w_snip_awp.vvd

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