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.
Nightstorm1003, blackknife12, Snover, gallagon, Rabid Bagel, Kimba, Dark-Mat78, [Mythic_III], [Mythic_III], [Mythic_III], [ßïg J]JammyJordan #Mr305, sumtinzup, benjaminl1984, C0NTR0L, kubik.fiser, LiroX Multigaming, thomasthetankengine918, Nord, DesertHare, DasDestomic, Atomic, MartionidaGato, The Era of Plem Plem, Panic, Player, Dis Dolphin Guy.., Daitomodachi, artist1375, THEWATCHER, Fondateur | Kriax, Peace, MLGgamer, ECHEiON, ☤Asuna☤