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.
Amduscias, TheMasterKing, Rossome Bacon, stoiansorin2006, TRHIWDEE, Blyasin, Lycan, yaqoob_y97, davesamuel75, Wiid #NoBiceps, Evilestframe, Faraz, xFakiz, Freeze, alexhp, chuckfancy47, mrstashe, [OA]CanGülercan, Barbathos, vortech, Magrão Zuero, curse of black, Taken a quick VAC-ation, KiBeRNeTiK, cami_batistuta