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.
FeuerKing, darkwaluigi1022, Demonic_Terror, G-(er)man, doodlebombX, aray03, pufferfish56, seby_nike18, RickDracul, twolf, pepexelmejor, HeavyMertal, KEL_Na, SQUIGGLYCUNT, enesmustafabnBN, lxsferreira, dorian.sanchez, memotazo, Senpai, 오르는 사람, Thesidermaxme, gamercouple81, SowaGameR, magunkitti, Jasonawesome367, Seeman, Pthalo Baron (Barry), savannahconder87, kubcoy393, Snover, Substance D., Flathead Sam, EnzoPlays, babanandad5, Mr153759, EnemyDread, red_lizard, Fadgiras, namegus008, BLFML72, bruno_richard62, yuri.silva06, joltive, kreepykrauly, bronicornofawesome, nantawtgolf2499, Schnerf, sanderbay, poseidon97068, firekitty1995 +186 others