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.
Leia, SlushedRush, Dauid Beck, .., Makoto, ajjsyajjsy, Tromika007, T1T4NZ SoScrubby, DeeAreEich, CrackerDynomite, Aloxian, Alex0408, CobbleSansPyro, MKLninja, AGRessor, Judeisawesome, BlankSpace720, DroppedSomething | hellcase.com, *****, xXEAGLEXx, [IPG] [SBS] Puppy, Cats In a Box, deger dag, vulture, Gadget, FunJi999, andywaynebarnes, TheShadowDemon69, DISPL\-/CER, GDani, Plysm™, SmilingCat, mod, [LG]Crazy, RIck Sanchez, fudgeboy113, Max Dah shiny sylveon, harrcorr, LavaStorm, Flamey, [RGF]samjonas77, Making Bacon, theyounger37, Tactical Pigeon [TAC], Reinhard Heydrich, ChemicalX, Dacojman, Chaos Arrows, ZabijSie.exe csgo-skins.pl, WPMEAL +3636 others