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.
Trump in 2017, C.Hill, Aquilibrius - King of Wrath, I'm Paul (Jon), Zigi, Sully Boi, Sully Boi, [WRP] Intelligent Illuminator, marius44422, MrSPiZ, Pierrot, NEIN, Erotic RoastyToasty, minatomod, SadMan, StormFusions, Coop!, Coop!, Bobby Bologna, phoenix, hawky72, Kenny, [THFAR]Sentinel_ShadowMan, [THFAR]Sentinel_ShadowMan, i lied hah u just got pranked, malas.x, 2097597071, @BluBillz, razzan, razzan, Moose.exe, ャChaz, ャChaz, iCeCube, *AlexWasHere*, Bradley, Pat, Sythe, Henchmen 42, Lucky, Smeone retards, Ziwo, Max, That Lad from TV, Andrew, IamBrett, Eso, dreadedman2215, Darth Santa, Justin +180 others