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.
subzero41148, onslaught, PEACEPEE22, лИпЕСтОК, mahan75, mahan75, (SHR) Michael, [GN] EmmanuelPotatos, dohju121, {[*애옹*]} - GODG̸͝, {[*애옹*]} - GODG̸͝, CaptainRus, greyson, srp.tk | John Garner, Nekyto, Loretta, SCP-TommeMiel, rbhbkkn.kmrjd, ., stefan_hrvojevic, stefan_hrvojevic, Ramius, oofhotalbertoFAT!!, Shockinator608, Le Rois Lama, Glozz, , alexis77184, qWeR1111, MIRA4N3, TheReaper101, bokkembob, Max, Jmcleod01_, Габриэль Гарсия, Jesus, ° :., ° :., Soviet Union Ball, Sterdawg, Angel Wing, Akio1337, Rem Clown, Bubu501, Kingram, Skynet, ||Nivir||, pvt Johnston, Dermillhouse, Devo343 +28 others