This download looks like a map. You need to place it in your maps folder inside the Garry's Mod 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.
[MVG] Tw!x Limited-Edition, Tigrr, Stephano1221, EpicArmyHawk, xhdpro7, JangoTed, [MVG]Rocky, [MultiRPGaming] GamingJoker, Krieg The Physcotic Physco, AG | Sonicputme, Lord Asakku, Rick 'Knives' Hendricks, [MS] Nick, RockerOfWorlds, DCG | Dog, Lazy