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.
DarkAvengerFON, someone_from_pluto, Nightstorm1003, cru, [HK]~罪惡王冠~, truelytwisted83, GABOX, MaggotSoldier, Sans The Skeleton, TheLegend27, Kaganation, masterlagartox, tomy2015grane, StarGazer007, ProMedic_Wilku_Mati, Doctor W.D Gaster, edenarmar917, Revil PL - Ciasteczko, Simon, Zaku II (laggy addon collector), venomouscarnage