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.
BIL_NYE_THE_RUSSIAN_SPY, доппыо, Soifox, daniel.chatillon0921, Nekyto, Cook1e, tomsmcdonalds88, /Ice/Storm/, pgame.ivanov, andrewdenlgamer, maksimen, [NLG] Stone Of Sky, denisruda, gwen, Red21, sahoka, ╬═ ÇÄÑËK228 ═╬, FrankL30, [Ba]Thegamin knight, flow, Daseindian Engova, licen777, Yatangaki, TrainMan, TrainMan, Renco, [DFS] Thomas the Pilot, Uros Uki