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.
Good morning, SATCOM!, TypeMath, J F Zoidberg, Ludwigzz, ✪ SolipsisticMan, whitefaceKoala, Frijoles, The prequels sucked, FG | Rainbow Dash, Vintage, xeN00t, Vodka Cola, KRUSTY KRAB IS UNFAIR, Walrus, GOQUIN, Gigibyte, [M&M] DestroyerofDeq [TLG], Bumpy, positive_project, Mega, [MT6]Kywifi25, 703tcs, Coffee, ✪0ceaN, GoldeneyeDog, Drewbie Doobie Doo, [EG]TRAnders