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.
twitch.tv/XanXTV, Mirgy, fallrockgaming, ColdAsIce, aidan9030, aidan9030, permulta, UltraDonovanIP, E7ajamy (free to talk), Ventuhr (Ashen), MeisterManio, cshep99, Tyshaggy Gaming, [Sans] Dragoniterk109, 盾 SnowCone Squid Maize LeSquid, KingOfTheSea:Ω:Lagiacrus, Deeckobraz, Antagonist DC, Warpath-the-drone swe, (I.C.F.) Classy Gentleman, Keshwoof, Dookatroopa