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.
Koopashell TMK, TOO-BEE!!, TOO-BEE!!, TOO-BEE!!, Sov, arthurescamillajr, Lord TL [Hun] ☭, Doctor Hunt #MAGA, Mad Matters, Rdovydas007, lonely19682005, Blaze the Pegasus, Di`Kut, Theslyrider, LazerSpy, LazerSpy, PeculiarReality(Sick)