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.
Geerie, [RP901]_Randy_Or_Somebody, Hevn™ [pF], bloodbathbowl, falseprophet141, raphaelsalzwedel, rmn1981, desinteresado124, UBer, FredBear GamerVerse, activatorulvoltzengan, jorgenieblas, halllidvuu, cheraza1991, rrrr122, Primal Xenolith, ED, k.a.c.t.u.s, NovassavoN, YeahDoodCzLp, boblealeonard, [email protected]