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.
ttgemircan_92, Girl_with_Lolypop, Rasputin Tootin Putin, denis-akimov9, youyou.bf, cubic_control, gorditopanda005, rafaelprojailbreak1996, ArkAJBoy01, 1149697558, laichinghau35, pako80, Zachary The Spooky Muffin, Sofiane-77, Col. Mustard, ILVIERA, Wolfman19682005, CRλZY