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.
rmn1981, 1111111, DrKazex9, PegaXing, (Mercs) FuZe NoVa, fgt1290, Pessimist, ๖Kien ✪ trading, zDarKLordZ, chlrud951, Doktor haus, Yoru Foxy, metasync, Foxy Ze Geek, Frost1551, HardBass Is My LiFe, , thewildbirdmedic, The Rocket Gamer, PypeBomb, The Unlucky Medic, LazerSpy, ECHEiON, Storm_Ocelot