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.
patrick.dufilo, Emoyly, FaZe Rain, SGC | Altair, [Modi]Sharagran, lucaro2708, ←ΝΛ→ | Joske, UnReal', Erick, Ethaligan, midnightasgames.ga, [SGN] 0xymoron (n00b), dizla, Ruby, [NE] ἔẋᾄʀὄὗṩ :D, Cludas, Daddy's lil bitch, Fred, Shox, Architekt