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.
LuckeyQ5, Hellexpress, smashguns, Pixelfied, Chloe, alien, Annie, Robin, Baker_Bro, Iron Legion - Warmaster of Iron, ribking, !BlueSn00w, BlupBlup CSGOEgg.com, Felicity, Sir Skittle, Joch ▒Gold AWP▒, Yanhis™ [MyDarkRP], MixMash, CaLeb, Eman0039, SêerButtoän, Aurora, [RS] Squishmeister, Carvid72, [NOR] Mitch Musicman, -vG- MaZe