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.
V-v-Raven-v-V, Foxter, Shay, ✸AppData, StoKer, robinson042, swag mann, Freeze, alexhp, Matt, himog, Mr. Metric, Liam | Sexy Mann, BLACKM3SA, BLACKM3SA, Bob, [SCP-682], SLAVA_747, lonely19682005, Xyno, Fishy, Handsome Matt , ԶιяєΧ, ԶιяєΧ, ԶιяєΧ, impetulio