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.
Abiyel, mossesx, GruffyWTF, DiamondShow =WL=, Repazbwin, [PrimoLifeRP] InZiKio, Tyrex-senpai, megias7, MaDMeyS, Ray, dei21319, Jånki Kong, Friz0x, BMGaming, Pablo Le Dresseur , Ello I Admin said WL is special, hinzm1, Admiral Teddy, sabrican1990, [ OriginalRP ] Swann, alvin_tran, kkristinukas368, poopy john, CommanderAvtomatMakarov, mr meme, Anatoliy "Consortium", mastah7991 #TEST, [Anti-VDT] DJtoburlao♨, El Professor, -BxM-valentintin01, deadpool Awakens, ikosmid