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.
cyka blyat comrade, gallmark800, Itsy-Bitsy, re15revisited, Emo60942929, rmn1981, Dawson, Illumini, SilverWulf, Magnum_Drag0n, R. Sanderson, Deremix, a141961, Obliviator, Kans, Dragoneer, Black Jesus, ♫Winter Solstice♫, Solars-Storms, TobyMann142, xXFaZeGabeN420Xx, Warpath-the-drone swe, Minimole the Lorax, [GRPH-SA] Clanof20, Dis Dolphin Guy.., Sea Salt The FurFag, Gamewarden, LazerSpy