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.
in-flix, ewka_michalowska, Dave5267, Tin Can, ChazzyChazz, myszka11o, nanashi86, Snitch <3, wucash0, GarrusVakarian2153, ferrogabriele4, wubble123456, kaosu.no.bushi, Michu351, Michu351, The Arbiter, cristobal.alcayaga2, Savagely Random, Xenoxia, Big D, afterthestorm454, diane, Norsfer, Acrid appreciation station, valena.ligadema.777, BlueLight, ♫ Wub Master J ♫, seanaghan, Festive ☾Moonman221998☽, cryptidhuman, ChalkSauce, fudiradij, Spunky Mei, roman_mm9, AkiraDaishiyu.exe, Szovjet, Rossalia, zzderekpnzz, Bee Babe, judge judy, judge judy, OneOfTheZombies, [Funny Bastard], MaceWindows, Magnative, Kevin Spacey, I am waiting for warhammer, Hyperaxe, Trevorcles, josh_da_ninja +57 others