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.
james.005.th, Doctor Thor, hussin316, Angger, 江泽民, j3bqybaubsph, YaaaSup, 900 MOBB, A Loli Teacher, radu.ady500, mikejolley, limjeremydy, mijachudrop, angrybirdsjcd, qweewq3214, qweewq3214, gabrielhc17, AdmiralBoyPussy, Lesliejones24, Rotlas_liosk, Ovah9001, koel711 #2E, Spinach Dip King, John Dakor of New Eden, Mr.Owl (#TeamPyro), gabrielucho1, asimghandour, ann655cox, Rose, tuaessa, ACE91134, afiqlukman69, eduardoavilagamer, Plop32304, hazelcostin, Alex_SEMAR, TRiiXz, Pilot1001, jeshua, MooseMilk521, sebastianoportela, VirdGD, Player 0, loopy_el_barto, [SuperWeaselProduction]Dolphin, happykiller5000, Vault 87, Dark Melody, Joni, snap1213 +554 others