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.
JdukeII, samuel1062017, MF DOOM, fab7391738, jordan, nicolaadrian, Sir Deez, serkan_guler18, lordilkcan12, maxiputo, tlbandicoot, JOAKIM CURURU, kepler3000, kobolotin, takwill, mertkrl09, Xerminator12, MARIO44422, volume1539, SupaDope47, UncleSHREDDER, ________________________________, madi pas, xXx_MLGNoscoper_xXx ( ͡° ͜ʖ ͡°), Shang, Datthing101, Super Ratchet Limited, Captain Phasma