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.
mori817221, Cookie, Sorch, genkidayo1025y, erolgulistan, Korneliusz, "><script>alert('kys');</script>, Jamie, Alex, The Bacon Makin' Creeper, ThunderFox, [TLH] Anthony, Spiferise, Jeff Dunham; Relevant Comedian, Mario, [PSG] Aaron J. Hughes, James, Yumurta, Mister, Senateman, Datamats, Datamats