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.
Noodleoni, GENTLEMEN SPY[ASİL TR], Employee 426, korchakov.i, EwaZor, alexis.muller, praewa200, SuperSnowBaller, Demize XP, ☆SpaceWolfie☆, , boatfullogoats, Spectrum, N8, MrRoberto471, Edgylicious, stabkamay, stabkamay, DarkNatureGaming, L4TF2 | The Sniper, LazerSpy