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.
wassimhnd, Pedro, halo5254303, Sufficany1970, names.rodriguez, hectorcotto97, mojache3432, Ruco_Kumiko, Halochief27, Avenger316, Sula-san, Personality, Rookie ODST, zombiekittin, ghi.ggygj, mehalkoj, rocklemon93617_Fluttershy, Daniel P Z, dave the soldier, Danicraft War Darkes, Captain FeelsMan, Big Mouth, The Amazing Asriel, DarrianXD, H3O Markyrous, damiengage05, President Donald Trump, Pounder