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.
Pokemon Digital.®, fetty fapp, Zer0nix ★, lil'Chinese, Kyle, MLGHitlerSpimpsBrotherMLG (GEWP), Chai, shulicXD, ///Nyma///, kist™, B1ts -> Going Back [adding], |CB| Helba, [CM]Badger, ExtendLord, cout << "Epii";, FluffyXVI, Mudkip, Flonky #2, [TBG] THEbbGUN, Aubrey, Danny Longstrike, kipper, Dennis, Q2F2ZSBKb2huc29u, How Super Terrible?, |Z| Max, |Z| Max, |Z| Max, |Z| Max, Blu Nautilus, Dragon_Axe, Hoff, 【EBG】 Brandino, Potatofactory, orla, Scal, MarioDox, MarioDox, Just., [CE] Baus Kingski