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.
ᴇXғɪʀᴇᴄʜʀᴏᴍᴇ~, MAFIASTO_PL, El Riick Mas Riick, Anaguro, jarrydhmmnd0978, Russan Bear 1971, Psyklops23, mktnazar, misteryri, jacek2217, graslukasz, tomas.h2003, kaulingomes, kevinraihanhidayat57, DAFUKKEN, Demonevil, YT|RealSansGaming, Leo, JasonX17, The Empress, Jimmy, Mawin Lew Pewn, jalil-joy, wcale nie tarner hellcase.com, dizzeldude, PaccoHD, Kitty_Neko, KeffinatorYTLP, xXx_MLGNoscoper_xXx ( ͡° ͜ʖ ͡°)