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.
ivan_1675, killedcrazy, Chippy, Ninjatrev_TR, yasser.05yakh, vladikus., firmandomer, Clark, DrAned, Sweeney Todd, sebasjfk4, Ngoc_Freeman, spiders2222, kkristinukas368, oceanbox50505, Johnny Shellshock, mrmajk12, Baltazar.Dixon, XticGaming, rorocanrojas1997, demoman602, ShadowGhostTR, onzowear700, onzowear700, the mortal kombat gaming 2230, some unfunny skeleton, Insanimous, Minimole, Unteroffizier, TwoFacedFinder, Grander61