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.
Kobra, psyko_001, ndai22199810, Ezekiel 25:17, gordeev.alexey, gordeev.alexey, Hardcase182, Schwaff, martin.zeller, Da Killa Kan, StupidKey, ninehomeribelod981265, masonwyant, Tyranid, Angry_Guardian™