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.
Lw | Kniv ∝ FAZER KISUCO PUTO, Mr Zombie, BBBanks, TigreBleu74#LalaLand, Special, Loki, Richard Hammond | Faded Servers, Sami, T0mR, Astrez, CafeMarsh, Anton, Ddigger18, Terry Bull ✩, Peppermint Larry, GrofYT, Actis, Hijacked, heriporter22, Echotiger, Nicholas, CrustyThaGamer, CrustyThaGamer, DarK, Rucol, jordan, Winter_Moon, NO NEGEV NERF [STOP NERF], ✪Froidaxx, chris, Adamn Sandle | expand-dong, [CORE] .Murphy, ✪Ayden, DavidPires7, SparkZ, Numb Digger, Alisson, Therepower <<, plat, Rage Slayer, Rage Slayer, Ａ Ｙ Ｄ Ｅ Ｄ Ｅ, Supreme_Kenny11, Snipa360Griffin, Myles, [TR]Woodhouse, Eddddd, Coolio770, j.medio, TicTac +384 others