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.
Psicosis, Adalinda, Mr Cheeze, Daxter-Life, SanDimas, Numo, supercreper111, T-TYPEsaturn, mj01032003.mj, periev.danil, Ĝ҉ Ǻ҉ Ӎ҉ Ế҉ Ʀ[̲̅K̲, SparklePaw, lucassilvabc, Chozo013, lolman1604, FOXCMG :3, NekoSpectrus, Cookie, yutsamon, yutsamon, The_Edge_Of_Unity, SloveniaGaming, jak852, Wspchn, FoxWarrior, Chickens, winifun, jojoestla12, blindfold, Yuki, loop321, Atrodactil, Vanoo, Fox King, [Wolfscast]lightwolf25, [Wolfscast]lightwolf25, JTtheUnknown1, hmoreiramedeiros, BJ카이져∀, Visker SS, Sκяunκi, [StormHunting] The Mist, [StormHunting] The Mist, ikosmid, ajhillis