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.
CabinetSpace, The 14th Doctor, Mysterion, [LBRP] [MeMo] almeida.j, Steve Nagoi, DomizJR Hellcase.com, thebamgaming9, snudge.floppy, snudge.floppy, snudge.floppy, Insanity, 2Lt. K. Yakubov [6th RB], LoL -->MP5<--, Hallucinogenic Troll @PTFun.net, AbbasoV, mani75191, ☭ Soviet Victory ☭, anonyme, efearda29, TOO-BEE!!, TOO-BEE!!, LP_Thecatalyst, Samy aissa el bey, Grozger Zasrogtiveslin, Ivan, Bradford, efearda29, ☣Lord TL☣, Steely Dan, salo_S94, Doc, tESK0 #telezvrat, Andrew Ryan™, Andrew Ryan™, Msblast, YoRHa 2B, Beşli_Altmış_Üç, Null, Caleon1, Marcelievsky, argo2001, Douger, dirtpeanut, |W-L|Sloupock#, Pitchback, wake wake, LiGyH, Zee