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.
The Sniper, teh_grave, mossesx, Shade Hooves, UNSC Dawnforge 2142, Employee 426, storm[BWA], GamerMan1516, That By fley, John Dakor of New Eden, [R3Z] ThatGamingWolf =^-^=, [R3Z] ThatGamingWolf =^-^=, AO | Dovahkiin, Hot Freeman, DonkeysWTF, F_Synchro, falseprophet141, falseprophet141, Libearium, coleman, NxTGeN, Lil' Nuggie, Ultrastar 1, Piro Winfield, Piro Winfield, PANDAA, PANDAA, straightontarget, First Sky Piranha, Suddenshotty, снайп1910, OmegaZero, NightExcessive, Oskar, Reck, Rexy's Number 1 Fanboy, spaecii, Commie Bearlord, Hisha, T3ss3R