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.
lmoney245, eastercharlie07, Xeonas, SoulSyro, Donald Thumb the President, bluedog, bearfreddycare1235, ariano113, [EG]Benny, Tim_Jedd, CatGamer, justin.pilger, Rick, The Lionheart, Frozt // Twitch.tv/Froztxe, Russia Greatest Love Machine, reeth73, The Squirtex, GromSkull™ (Wrathexe™), MrPower, Unbox101, aweomepanda, Dinkleberg >:(, Aqual, GbenSale, thelastpenguin, Finn The Offbeat, Baby-Ninja, hovanchanh77, windows_greek, Captain BOT, Two-Socks, Two-Socks, furkan_bayat, Icewine Rose, Larry the Extinct Apatosaurus, Rufus! ( ͡° ͜ʖ ͡°), CONRECON, _Undefined