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.
c.young133, Harambe Uchiha, a.golovach05, Sr_Sigma, dawid__2006, jond0000, nazarenodg, GeePee, J4nk5004 | gamekit.com, enes_1215_, josedavidcs02, Ｋａｙｘｙ, kukunge, ccmelda13, Боевая сосиска, internet police chief, Servese, ekremsuhageyik, Czerwony