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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • roadtex <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• roadtex/
  • 128/
    • dc_curb_concsmall01.vmt
    • dc_curb_concsmall01.vtf
    • dc_curb_metalsmall03.vmt
    • dc_curb_metalsmall03.vtf
  • 256/
    • dc_pavement_plainvent01_s.vtf
    • glue1.vmt
    • glue1.vtf
  • 25632/
    • dc_roaddrain01.vmt
    • dc_roaddrain01.vtf
    • dc_roaddrain01_n.vtf
  • 256512/
    • dc_whitelines01dc_whitelines01_a.vmt
    • dc_whitelines01dc_whitelines01_a.vtf
    • dc_whitelines01dc_whitelines01_a_n.vtf
    • ws_rubbermat_framed.vmt
    • ws_rubbermat_framed.vtf
    • ws_rubbermat_framed_n.vtf
  • 25664/
    • dc_stainless_drain_01.vmt
    • dc_stainless_drain_01.vtf
  • 512/
    • dc_juncconcrete02.vmt
    • dc_juncconcrete02.vtf
    • dc_juncconcrete02_n.vtf
    • dc_pavement_01.vmt
    • dc_pavement_01.vtf
    • dc_pavement_01_n.vtf
    • dc_pavement_plainvent01.vmt
    • dc_pavement_plainvent01.vtf
    • dc_pedcrossplain1.vmt
    • dc_pedcrossplain1.vtf
    • dc_pedcrossplain1_n.vtf
    • dc_pedcross_concroad01_n.vtf
    • dc_roadsmooth05.vmt
    • dc_roadsmooth05.vtf
    • dc_roadsmooth05_n.vtf
    • dc_roadsmooth06.vmt
    • dc_roadsmooth06.vtf
    • dc_roadsmooth06_n.vtf
    • dc_roadsmooth07.vmt
    • dc_roadsmooth07.vtf
    • dc_roadsmooth07_n.vtf
    • dc_roadsmooth08.vmt
    • dc_roadsmooth08.vtf
    • dc_roadsmooth08_n.vtf
    • dc_roadworks02.vmt
    • dc_roadworks02.vtf
    • dc_roadworks02_n.vtf
    • dc_road_markings_01dc_road_markings_01_a.vmt
    • dc_road_markings_01dc_road_markings_01_a.vtf
    • nj01_greypavers.vmt
    • nj01_greypavers.vtf
    • nj01_greypavers_n.vtf
  • 512256/
    • bxrd_dirt2bxrd_dirt2_a.vmt
    • bxrd_dirt2bxrd_dirt2_a.vtf

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