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.
AR-11319, AxiomNachtFox™, Imperial Soldier, TeslaVet, BroceLee, dy, martin.kosecky5, Lord of Tentacles, Lord of Tentacles, donuts, Mr.Jar1n, FERAN, Nicolai SeVeN, White Alien, StevenR380680(Aloe Vera), StevenR380680(Aloe Vera), silverramen84, silverramen84