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.
nitrowolfgt, thediordit, pl.ajitha, THEngineer, Spartan the Assassin, cladius10, fedepro123, TheNerdian, TW死神, $assy, MrRight, Dr.Elite, aldo162972, davifilipetto132, fedor, (옾로)[BKES]Lexus, davifilipetto123, hock_t1000, larry Angelus, 我是想嘻嘻嘻嘻嘻嘻, GhostyFace, joshcawaling740, chistyle, kazlauskienevida82, omegaqwerty, ✰VLRP✰ Scotty, Cromwel, davisconway433, Heyy, That's pretty good, GeeMayn, Левое Яйцо Кабзона, [S.A.S] NuclearAct, MaxcxX, [Soul] Black Star, Venatuss, Rechtes-Kissen™✞, RusticBanana, [KG] Tyler, Eskil, Eskil, Eskil, SoulSentinel, [UDG] Kpeaze マチューさん, KovalskyCorp, ☤Asuna☤