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.
Omega_death, flowey, FilmsActionCZ, JimmyJobby, Gaming Wizzi, Conspiracy Cow!, SUPRISE-IT'S-TRUMP, dkzinhoo^NTC, shawntd25, Cpt. Philips, Buterbrod, SnoopyDodo, SnoopyDodo, skoleton, Domkade, trevmonster24, Miku, A Communist Doggo, ilCarnefice, Conman678, jake, Kelvin_Henrique, Greetsfuckers3307, Dr. Froot, Master_Royal, nano556, awsimov2004, l.maire c, lordgameplay45, Crazy ol' Cheeseburgah, kulikov.maksim.78, HD_LifeGamer, stabkamay, pizzapaarty, [TW] Xac T1