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.
jeff, ailurusvulpen, lorenzo.balmori69, hävitaja13, danila_selikov, AlmondSpice, denisov3, alexshulski, Unit V952, 3D Waffle, 277141, D3VI7, zennat.3195, Ozanna1985, Imperial Soldier, joawnai, joawnai, Kaboom36