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.
misgames69, pavlovskiysas, Dante Freeman 101, florobely, Braian_99, absza01, jpstirad, G10, yop yop., i <3 chumb, Digitallyawesome2, nares.c, ~~Snorgan~~, zaidiuar1, Dr. Ermac Freeman, GTS, i am a goat named schabaduya, Mike4417, l.maire c, Col. Mustard, QuieT, Mystickone, DR.WCROW, Alucard_Hellsing, god85000, rollinginsanity, Tall Leprechaun, carlos_lauro02, Baron Sludge of Nova Prospekt, ollie7_tyra7, maniagojared, Ɖяαкαn ^-^, Now Gaz "Battered Face" Helmet