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.
mario.meme.exe, БОЙКО, Mr Arc En Nuage, Szabi Bácsi:), archicastor1, Devan ツ, NoNaMe69, Totally Overkill - MindGate, Julian Van, Julian Van, Julian Van, Julian Van, Julian Van, Julian Van, spaghattosnoodles97, death by salt, Gunslinger, matroxz xDD, Jenkee Reemer, Maybe, heatblast117, nevik609, Chomper, Chomper, CanadianBaconism, Russia Greatest Love Machine, IceFoxx35, NeonBot, Sheath, DoYohHomewok (, Dr. Ermac Freeman, just_Ralph, dermo v time!!!!!!!!, [WNM]Her01n1, David_Allan, Пожилая Скумбрия, Alex, Oliver, sinkage, Outland Predator, PhoenixMan, Mr. Panman, Mr. Panman