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.
jobobean18, Paper Mario, [email protected], ÜLRIK, FuntimeWithered3, [BACON] Y0shNerd, FoxHound1998, Gman010, jesusromemaci2, UncleSHREDDER, Mr Hashshashin, r.o.bfan909, MattBatt, ODSP, TeamGameAllStars, Dis Dolphin Guy.., ✪Ninjaboy3829✪, ✪Ninjaboy3829✪, Orange Lucario (Razor)