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.
gregoria_brazon, dieguini1234, valencopada, delvisseco, matiascabreramlg, braianR-2_2000, G10, papillobecerra, _iHiting_, azrayo09, herobline2, aldemir, Jackoli, theyairzthd, UncleSHREDDER, toon98link, Jazzie, Razorroboham