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.
SapphirexGaming, blackviper4362, Mario, jaspercassie, SLEDGE_HAMMER, Lambda, kristaps6484, the dark as shadow, funsy, absolute_k, SovietGuy, semragurbey, RageVolume, IM THAT GUY, Skarred, Alex, lordbite2005, MaxG-3, bossbreaker45, HYPE TRAIN, Desertfox64, spiderduid, Mki22r, Mr DeadPootis, Sloth, SPECTER, castilloalex216, Ferchu20600, WTF, da1337noskope, AirLeaf03, tehspliterred2134, Sir Gnh, unbidgam1, unbidgam1, MingeBag, kevinernest*****, MumaX992, Randol, The Con Art1st, Undertaleguy123, applepielord333, Sam mod (YT), Dr. Blueling #ReviveRapid, gavy309, IoriYagamiBR, Black SpaceShip Tail, marcel.kouba1995, raiyoma potato, ChinaHasOurJobs +112 others