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.
naserloay97, Lay - INDISPO JUSQU'AU 23/02, blb_blb_steve, Warpath-the-drone swe, EginKaman, Dark Blu Inkling™