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.
Hаглислович, kyleraymondpoe, maratsuuchiha, catlett_alexander, Ra's Al Ghul, shpac.vladislav, Tavish, hubert.marwel, arkadiusz.sobek, lord of empire, msilveirarighetti, butter, delicious butter, butter, delicious butter, X_Ghator145_X, xolectic, Tsar Nicholas II, TajemniczyJa, Blackore, Johnny Five Aces, Jerry