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.
[VC] Makaveli, -_-_Jadovran_-_-, Nicko, [Baal - Primus] Surik, Meki, Hierarch Artanis, Binary Space, Microosoft, Coyote, Jack Mi Hoff, 구경꾼, Anonyma, Ryan, Air Rice, ドラちやん, Orbitei, Keshwoof, ^4Infernal Vogel #bird, Saoas Alcapone, kurtis_13_1994, Dawsen, Picto Wolf, Devol, SCT Commander Mozart, Jocken, [DFS] Ganza991