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.
DoodleBob, Philip, Tyusgirl, -Exsite|the|Omega-, VΛV, ^6Tomahawk, Paperclippy, Silverblood, Matt, Green Razer, TheUkgamer, Fresh, [EGC]Benny, JustMyles, ☸ Scotty ☸, patrickbates19, Agent Agrimar, Draxinn, Andreblue, Thundabubble, JackGosso, Joshpai