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.
Alicepolice:B, dwayne-theeten, FLAIN, Amdusias (SuperServers), luna-gamer500, andresdeleonpaniagua1997, Elite general☭ blw.tf (brother), blohin.alex2016, ThEmIglesias #tf2center, asdf, pantrukilla, Jammie, [LG]tacoma[UNBRG] (MLG), soulless, soulless, soulless