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.
[XG:M] Disastrous!, revafo, [L²:RP] Vimpto #NoSound :(, Bobbie, go hard, [S²] Blade, [L²:RP] Elfclipze, [KG:RP] Insert, Scwins, Jacked by PoodleCorp, Jacked by PoodleCorp, Jacked by PoodleCorp, Jacked by PoodleCorp, Jacked by PoodleCorp, Just Classical, Rocket.Woods, [FL:RP] Timmy TV, ..., [L²:RP] Zonamann, Captain God, eilex, Orad, SurSødSovs - BruTalisMaksImalis, HEAT, [L²:RP] Snarf, Vitriolic, As, ✪Vladimir Azarov✪, [FL:RP] Arny™, [FL:RP] Arny™, Sacha (don't play csgo on thisac, [L²:RP] Arch.B, [L²:RP] Arch.B, Patrick, Pawsative, Pawsative, Creonix, Smudge, PUSH IT TO THE LIMIT ♞, Like a G., Chibi Teto, Grozger Zasrogtiveslin, [FL:RP] Devon, Matt0722, Jamie, 和子, [FL:RP] Gizmo, GuzideKomtan, Rayts5, Rayts5 +93 others