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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • 10mmpistol <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• 10mmpistol/
  • lua/
    • weapons/
      • fo3_base/
        • ai_translations.lua
        • init.lua
        • shared.lua
      • fo3_n99/
        • shared.lua
  • materials/
    • models/
      • weapons/
        • v_10mmpistol/
          • 1stperson10mmpistol.vmt
          • 1stperson10mmpistol.vtf
          • 1stperson10mmpistol_n.vtf
  • models/
    • weapons/
      • v_10mmpistol.dx80.vtx
      • v_10mmpistol.dx90.vtx
      • v_10mmpistol.mdl
      • v_10mmpistol.sw.vtx
      • v_10mmpistol.vvd
      • W_10mmpistol.dx80.vtx
      • W_10mmpistol.dx90.vtx
      • w_10mmpistol.mdl
      • W_10mmpistol.phy
      • W_10mmpistol.sw.vtx
      • w_10mmpistol.vvd
  • scripts/
    • sounds/
      • 10mmpistol.txt
  • sound/
    • weapons/
      • 10mmpistol/
        • 10mmpistol_empty.wav
        • 10mmpistol_fire.wav

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