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.
Sergent - Apone, mikhalev15, ☢Stalker39☢, bashir, Ｋａｙｘｙ, leonberna, [Retro Luminatas], Macthelost, BlackHawkTP | R.I.P PC, ☪.Space:Wolf, ☪.Space:Wolf, کǺпd€Я, BDR(BlackDenRus), turkufiliz, SnickerBiʇ, NightAngel, YoRHa 2B, Shalashaska, Deeckobraz, svensis, Arthur Morgan, mcLAREN, mcLAREN, Respite, Icewine Rose, Mike The Comrade, V92, V92, damir.balgazin574, bm killer10 ☠ ⚠⚠⚠, Hds46, borisbritwa91, Yashirmare, TeamKiller