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.
⊂⁅Ɯɮ⁆⊃ madarch99, Molyporph, EpicGamer25, k1mson13, lol, LogsHD, lilgavnme, RedMonstercat, Laukii93, Seek Prophecy, 25082000ilia, bullet hatcher, mikaEinhornBastrd, Freeze, Džošuā, alexhp, PawkoW, AppleJeb, Sgt. Black tikle Mh Balls, Color, micktunglee, Sergey004, Gut SHrekty M8 >_>, 3pixel, Deagle MV, Ma3uJla, Kolorek, Kolorek, Chaz