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.
Genocidal James, $kill, Tyrillius, raydar, HappyMan, HappyMan, Darth Doge, Black Gargoyle, Mikhail Jackson, Gordon Manfree, Max.exe, 『』sneakyrat『』, little guy ◕‿◕, [VXGGO]VORTEX, Currenté Residenté, Dmitry_Trusov, Bobado Hatsune, herpderp