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.
racer145, thotho8479, IsAk.F, marp, (Ger)Lukasrocky, darkstar1168, [VANGUARD]storm, jojodu44, Dormammu, zainulabdin2008, Jayden, TheOnlyGoat[EHG], oprichnik, =(e)= Colonel O'Neil, ⓁⓔⓞⒹⒻⓈⓉ, Pickle Rick.exe, Poephoofd, TF, jimmy, steelwork, Winston Brown, CMDR Renco, Saoas Alcapone