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.
Nexiii, NeoTeXaS, hayhay56lamghari, RiSeN, hackexblog, legammer300, LadyBrooke - Onyx-Gaming.com, WarMage, salkegames, CremaTOR, nm12345678990, Nightmare ColorFul Foxy, AG-O | Reeceobz, Foxy, wes6541, lycith623, Walter White, Kayxy, CallowayIsWeird, nightlord171, okba17, Paperclippy, Amin 0700YTB 1,6k, Silvanor, Zkiila, Foxy, pomba_gira_csgo-skins.com, .jbug, kmlkhrzi123, [SRP] Thomas, Zombiez