This download looks like a map. You need to place it in your maps folder inside the Garry's Mod 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.
dmichlig, Ano1010 Slenderman, wwwww369, re15revisited, slug nutter, ilyairashuni155, ResmoGaming007, XxnabosxX, sadcat, SweetJimmyJanglez, SweetJimmyJanglez, ED, Dr. Ermac Freeman, Larry the Athletic Apatosaurus, FunnyStarRunner