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.
Super ¥ Shooter, Jackround12353, ムHECUム, Schafer, Schafer, Gryphon 1-1, Fooz, W.U.F.S, horsey, horsey, Edward Sealden, uzrt, Johnny, h00rseh00rseh00rse, Tazmily, :TwoS: twoshell, kipper, Mr. Conway, Lunatic, Lunatic, [FLG] Shadow OverLord, kurtis_13_1994, Cheesenut