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.
gtn hfjgf, Oracle, stephen91, CM, Apollo, jeremy.orton, farissyahidaudah, CompoundHunter/Trade TF, Adrenalinium, sahoka, Wickedmummy15, gandalf, PHANTOM, (Myg0t)crazyzultan, guesplane37, Heinrich Himmler, sandiegoklassik, SO SOO SPICYYYY, [TKZ] ANine, [E-C] GodReiz