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.
Marsh, Mert Sangrento », Neax [RealLife], say you need me, SKYL4NDS, Alieni, [LBRP]Altheron™, Ralex91 亗, 遗失的钥 -LOST KEY-, i.do.not.care, i.do.not.care, ButterKing5000, Miikalli, Vaati, Captain Patrick, ✪ ἔẋᾄʀὄὗṩ :D, Brouskat, jordan rodriguez, gun, #ЯΣ™Coyote, [FR] TheCocasio