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.
We_still-in-TH, jonas.stierand, mikebalbini2, rylanfox1, ArachnitCZ #Team NoChin, some unfunny skeleton, Snog Dog, Warpath-the-drone swe, Tachimarine, Mr.Vane, Mondieu, MR.MojoRisin1967, Gryphus_1, Gibus[TH]