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.
papolo, alix.chalton, Grande Maman Yuryoshka, gullace1, It's Every Day Bro, Froggy and/or WitchCraft, kingdude84, Wolfman19682005, Yew™