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.
sarasincat666, erayesendal02, Shadow™, shawN, veltrollex, Cygun, JohnGon, ♚ Peachy ♚, kacperpizza, Tide™, mmm I liek dat, Atomic, TEA Chili, Tony the fawk, jotpegiePL, Victorian Seagull, (Brony) - Soarin, Ratchet, simon11, simon11, plastovnik, As a kid I looked like a carrot, myriad1973