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.
ariano113, falseprophet141, Ozanna1985, Jack Baker, Batniel, gorden2182, Guenard.geoffrey, the last hope, [TEC]---==ANONIM-TEC==---, , QuieT, Sir Madicus, VergilSpike (Aaron), Blank Shade, Nik, Soldier