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.
javitomerengue, yosefhalo15, Sexy Spycrab, ZeroKnight, bryan-vogel, Senpai8881, dolanark, Najarin35, kevin.cartoon, Literalmite15, GizuhLegends, vitorhugoepedro, Srvictor27, jhernandez.2000x, jakeeckmyre, Adolf Hitler, smashking HD, Paco_San, ThatEdgyHedgehog, Lilith_Kitty, len kagamine, ChaozMana, Sir Werepire, sbereznick, meliodas, Girgisour, kissinxkatie, ♥MissMoo~♪, Kainw123, Stenwins, Jose1550, shadow.hedgehog725, Lionheart, [VENIN]X_X, xkarinx, andeffer, Deathover, tonyamp223, tensaryujinjaka, mattm6123, puregodshot, Stock photo, dragonbane178, jessepederson55, [TW]sakura小潘, artsybiscuit, MatCel2, Dusky, Luna Princess, I hope you all get brain cancer +98 others