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.
s.nachev, KhajiitTheCat, jcarrasco, saleemshiyama, Moa | TG, TheGoldenIron1, amirulfaiz90, venturian, joshe144, Woflje, db420, Speedcloud, TGK☣LOBSTER, Komrade Danish Bacon, prisanopresse, Foxy Gamer, Tar the Peanut Lord, thegregster101, ☣ Vexer Wor ☣, Maw_, Anomalous, fighterbrony, Bill Andrews, scottjbenion, lonely19682005, Scott, Galtrox, Super Ratchet Limited, jdramirezelmo