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.
Hey McFly!, nickb, Social_Anxiety, doggo26, docdecepticon, Radical Larry, Azul, dgo71, Macsoo, sanstale11, The_Doctor, Jojje, Dudesmasher13, dervin677, mert_killer, whosdatsuga, THE_DKOG, Stowly1967, andate, annabooher, artem10112005, artem10112005, artem10112005, Potato95, Thekid, TheRealGasterXD, LAY-LAYLOM66, Collin, cerpektyle5.0, rickrromig, Baron Bacon, denisman12, joelcheslin, ultraplush1987, greenlender, groot3546, DFR ~ Family, skywalkerlish10, faze salsa, Mr.Galón™, gabril_alegad, droidz.dz8, perezmenagaspar, Doom213, ayyub139, Tomekiac78, Totally an Oshawott, szymonek12345, aworrell, [GZ] Synkerbass +402 others