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.
GE | Connor.M, uvakin.2002, SpringTrap(FNAF3), FaZe bong-DogeMLG, chaodeknoi2013, qocjd10077, some unfunny skeleton, Thebestprogrammer, <title>Search in Google</title>, Rodger; Feel the Bern, HalfSquare, Crudeowl, Breen, 김대, 김대, Gangster Trump, gamergavin, f203, Derik