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.
PeZoAm0, gabrielucho1, cdchrisdickerson, RexxG, H4Z3RDT4SK, sampistola, Quentin Litoria, =(e)= Colonel O'Neil, Cartel, PsychooRegen, Rikka, shadowstar27, Alarm, Wizard, Mito, [SRP] Dark_Daccat, onzowear700, gamertag84, N!kO, Edmond, Mastasytha, lonely19682005