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.
SuperMario20, labasualdo, [EBG]thegaming, willminercraft, open8925, Gandhi Icebatman, emiliano3555, !_LeXxFaKtOr_!, PixelGamer, Stiffy, Meme-ish Headcrab, GargantuanPENCILthing, josephbinkley, Hirasmous, Keren1altman