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.
jeff8j, zanofa88, Sketch_M8, wassimhnd, Pedro, halo5254303, Sufficany1970, odsthelljumperunsc, names.rodriguez, hectorcotto97, mojache3432, Ruco_Kumiko, Halochief27, Avenger316, Sula-san, [SKG] Personality, Rookie ODST, zombiekittin, ghi.ggygj, mehalkoj, rocklemon93617_Fluttershy, Daniel P Z, dave the soldier, Danicraft War Darkes, Feels Bubsy Man, HST, The Amazing Asriel, DarrianXD, H3O Markyrous, damiengage05, oke, Pounder