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.
\"PsP"?, times01102547, DenizSayko, 1_mcm, mama_125, upep, sadstrm116, [Pacific Coast Pirate] REAST HTD, JackMerrik, @1045697182.com, MaxHunter1812, gosho.ginchew, facundo.romano18, wayne1, FraNcyTv, deadenbiya, jasondgreenland, Pepi34, ShadowMücke, ajdagamer21, mehmetbugra01, EmoSape_Army, biggiecsplease, CJmkay2010, ramigodoysm, tipasfaith, 20darnol, olivier.richard, creemontophtoo, spawn12379, christandoniego, kovi2609, Danielzinho gOD, titoguevara1712, T The TLP, jcvr2003, ch860905, finne93, namegus008, LeusMan, BreakingWind08, King Cappucino, redapp9, deniszagan, rafaelmartins150606, skfl00kr, Ropcord, brooklyn_death, NegativeTolL23, DoomGuy +282 others