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.
noriasofianebadia, Buko, computery_166, ekaF ksaT eliboM, da hood booger, górnik KeyDrop.com, amelsehovic67, EEEAAAOOO, AlexTK, psrmtake555, jdprath, *obsolete*, furkankozoglu415, Patriota [ARG], jessicarichards855, nazmideniztoksoy, braiyanlima, skiler.trost, Lamar, omid.abdulwahidjan, omid.abdulwahidjan, jameliaelhage700, jameliaelhage700, ccarrone08, cydriccuyos, Kirito, mikel.albert4677, pavlik.vondrasek, BayKambur, Matis, piy m, MatheusV.H, thekingwolf459, maskalik9998, Black*SNEK*UP, tatalitybaran14, almsreimhmod, HappyTurkey KeyDrop.com, mmod83778, mmod83778, segapopcorn09, leoyonghan, omaryaser2015, mustafaardakaya01, 95lolma, MafianAS, kaylinep24, Petr :3 #PeanutJeBorec, david.arian197, bienngoc84 +904 others