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.
iMightBeACookie, MrJacK™, PikachuLightHeart, MasterOrion2013, prplstorm, <(FR)♥Banana Tireur♥>, XCMachine, ślązok, Joseph Gerard, Jake, AFK Fray, [NL] NewbAtTf2, [Lg] Denni!!, freddy.kacper, CeerTing, irish christopher, nikodemkmice, CHGamer™, kecskefekete, Polar, Hotline [Rashkinsk.Ru], claude47, kcnbrian, kaïn, Epic Bob Ross, O.T.F Koopa, alexburtoncoolboy, dominik_kefel, #FireworksInParis2015, mr.to, Daja, lord of empire, The_Tom4hawk, abdiabdo65, Nate sir, Nate sir, Nate sir, Ghastninja46, ♠ Kyanar, SBG | Proxykins, Fb||Zormonic, , dirtyhippiejoe, Charles Marshall, Spencer, Jontesvall, memes.jpg, Superbrain8, Phuϙ, Merzarime +30 others