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.
Useless Team, Spirit, (ISIG) Rachidile/Speedy, lucapromo, timmy999timmy, TurnTwister, Shadow, XX Soap, ☆♬Green Hat♬☆ಠ一ಠ, ☆♬Green Hat♬☆ಠ一ಠ, goharja14, Sparkle Spy Box Trot (Orange), willwhitt56, JoshyGamer2016, Lucy"Melody"Addams, Lucy"Melody"Addams, Hakku!, Team Killer TM, orcclans, CandyCron (CrapToUnusual), Fireman The Scout, NefariousFusion, Vartoughi, Vartoughi, ◡◠❖-【D̲̅E̲̅I̲̅L̅, HIKA TALIBAN., durpachudurp, The Perfect Mr.killer, Cpt. Sourcebird, [S.W.M.T] Viking, Katrix Kytarix, NAZI vampire, Joey ヽ(⩾Ѡ⩽)ﾉ, Xenodyne, Sp00ky Mayro, Sp00ky Mayro, Miku, Miku, Exescout, Exescout, Exescout, SS-Comrade Nazi J.Von Jezund, jamilyn10, Crippling Depression, HoOdY, arthurescamillajr, Nameless (i don't want to talk), ★DoctorBrute★, Boogaclaw, King of Pain Trains, Boogaclaw, King of Pain Trains +113 others