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.
Nemiel-\[T]/-Praise the Sun, Michu351, goldenguard95, GeneralGraybeard, Savagely Random, NullPointer, Chris Redfield, afterthestorm454, valena.ligadema.777, ♫ Wub Master J ♫, Festive ☾Moonman221998☽, Epheromir, ChalkSauce, falseprophet141, falseprophet141, falseprophet141, ihavehaymitch, wolf966966, george_16, MikKo, Crane, sandraedaniele27, SirWololo, sygjh, 25082000ilia, 25082000ilia, Son Of A Saint, eddyfalco93, mghtyjester22, Ярослав Лесник, OneOfTheZombies, cagedcarrot, I am waiting for warhammer, justincreator, Zachariah, Sk0LLiE, josh_da_ninja, danny14180collier, Roth Broth (´ε ` ), Animus Caabal, frienca, frienca, Remnant cannot into space, mfady35, Jorrob96, sanchezmarcos702, Major ShortFuse, RogueVector, Jimbob Jeffers, Grover +9 others