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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • gmod-keypad-master <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• gmod-keypad-master/
  • LICENSE
  • README.md
  • addon.json
  • lua/
    • autorun/
      • client/
        • keypad.lua
    • entities/
      • keypad/
        • cl_init.lua
        • cl_maths.lua
        • cl_panel.lua
        • init.lua
        • sh_init.lua
      • keypad_wire/
        • cl_init.lua
        • cl_maths.lua
        • cl_panel.lua
        • init.lua
        • sh_init.lua
    • weapons/
      • gmod_tool/
        • stools/
          • keypad_willox.lua
          • keypad_willox_wire.lua
      • keypad_cracker.lua

XidiDays, Francastano_, Jyaxz, NewcoTwitch, fratsdark, IvFi, bassik-russian, Megumin-Chan, Ahmad alamer Official, SGD.LatIN tastydrop.ru, Toast., Bulli, SuspectOVH, tonka4upg, Paradoxia, zugdidihostel, MrDiffy2285, darkoss, </CardBoardPizzza/>, woodsantonio10, Bayron-932, daniilk sidorenko, RDS, nodnarB, Ana Geek, ^3ISL#^5Mr.Cat, michalbrzeski36, ?2THE-FUCKSHEEP^6-.-, Master Furkan, notrumaistis4, GracjanGames Key-Drop.pl, legammer300, alperenbuyukkaya2, FelliX_120, Lucianoquero, Cooc, maikypotter59, fizfizoe, banettetejode.yt.2.0, CrazyTechKid, pox567YT, kevinthetis, brooksg9, LIGeNDA, CSGOEmpire.comAnanomlyisdaddy, lol124, AngelILM, Tal Rex, im so done with gmod, www.fastmoto +2826 others