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.
ShadowMücke, ajdagamer21, mehmetbugra01, EmoSape_Army, biggiecsplease, 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, Dhacker8667, Gas Assasin, Stormsandilands, alexseyyyy, j0915j, Marvin, The king of cinders, Snerple Herple, ideal_haziraj, bigvstank, bigvstank, bamboo_1cc, zvarro, The_Sniper_Mann, Flavor Town, bruninhoogaspar, The_Crow, Kohr-Ah Death 17, jan.hymr +258 others