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.
03kj20f03232, 03kj20f03232, cs_sec_cs, 1228256275, danielalejandromarinlopez, colepagliuca, hetrodo, ™Yuri Prime™, Yisus, Lixquid, The_Black_Toaster, desinteresado124, 1228256275, bbbeauty_kit, StevoMcRulez, tau2mcc, tau2mcc, Spastik