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.
pcleonardo89, NotLiso, alexisdovlatis, БАЙДА _ CSGetto.com, NeoTeXaS, Maner, chota.americana, alexshulski, yura.zavalishin.89, Evil Mortica, DarkLegend, gabr13l-, CAIRNSJACK82, iKnuckle, Domais, Arched, Merlin [VAUNetworks], xXx_MLGNoscoper_xXx ( ͡° ͜ʖ ͡°), JDRider