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.
Joshinja, SuperVadim, Jonas little kid: banisher sucks, Jonas little kid: banisher sucks, anonymous, heklop, Terraria-1.3-Story, e.e. McCutcheon, arthur, letguerreiro, DeterminedWario1856, DeterminedWario1856, Yagaman, Scaithe, Ahmed Jeddi, MaroonRoach, kingkind, Matthias, Razorroboham, , PizzλPie ツ, Kenio180