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.
03BoostedCobra, ↜༺ ★ FrostyB ★ ༻↝, devilman1, MenOfValor, mrdoubl3k, Mr Blue (SPY), BlurX6, ironknob2000, automage, Biahwtrooper, Biahwtrooper, Ocean Man, Tristen the Argonian, I3litz Cloneyre, thecomputer47, Buzzofwar