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.
Kamisama, Bubbafrog, RTX_Souen16, marioneta1978, BENJ!, LuciferTVBe, korylopez870, dodo.breque, Kzad [KBRP], Gamer569, 607jf, SpaceFreak9746, S4po, BadZame, expinfinity2, korkmazkamil468, themysterynoob12, mariovallejosh, Jay The Tranny, mirovetelainen574, TTG_sKo, evanspifire, Mr. Doom, elcrackhugo406, lucas, Youtube Zayy, gamingkareem07, Vilaproxd1, SuperSonic222, tabouae, luckyllanosa, korylopez870, korylopez870, El_dipsy, [TRC]RASCAL, [TRC]RASCAL, nobi, GoldSteel (BOT), kng-Andres, nosexdxdxd322, genaroby2009, princemurf77, princemurf77, plpdparsa, wellfogacca07, Cыр, Anonimo539, rebox77777, mostafadarvari62, erhancingiljjj +2341 others