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.
_F4D0D0_, Arthur Grimes, CODboy05, Qarmel, PuMa, tom-elvis, achrafrebbaj, police team, Steely Dan, clansky_net, clansky_net, [CG] Offícєr Unlímítєd, TheCarson116, TheMOKETBOY, Axel, [Dev/Fonda L&S] [FT] Laurent, GoAd84, ikeiiroz, kikiparis75, nerd535