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.
mossesx, God of Sweat, Yoshi, ONess[JP], corona2342, the dark as shadow, twisted_wolf, twisted_wolf, twisted_wolf, 9oo, douglas the fox, Enda, Dr.Octagonapus, PumpkinLordOLantern, JigSawEB, Jermifine, Jane Doe, DecoyofChivalry, Warpath-the-drone swe, =PP= 419, SpoderPlayz, beastmax773