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.
RAITOKI, ♫FancyCat♫, Jack knife, lf1498, treasure-mile, Deadpool, hinata0424, synthetic dubstep, もふもぶ, yutsamon, deeginator2, MikePlaysSkyrim, christobasulto, Greenace123 Trade.tf, skrillymax, The Suspect, jojotkgmodoki, Franz Rekt You So Hard, yega eren, CheezMan