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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • Turtle <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• Turtle/
  • materials/
    • models/
      • turtle/
        • shell.vmt
        • shell.vtf
        • shell_n.vtf
        • turtle.vmt
        • turtle.vtf
        • turtle_n.vtf
  • models/
    • dean/
      • turtle.dx80.vtx
      • turtle.dx90.vtx
      • turtle.mdl
      • turtle.phy
      • turtle.sw.vtx
      • turtle.vvd

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