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.
thackery.grimshaw, andresdeleonpaniagua1997, [GER]Sgt. Miasaki, correobcd, =(e)= Starlight_Glimmer, ReizeR, stealthbomb007, War Pigs, maribeth_munoz, jeffthekiller96, Personality, Personality, PunkPredator, DanDaMan, Shiggy Diggy, Reverend Jesse V92, B.A., SketchyBehavior, President Donald Trump, Syntax