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.
hurgle12, He||oween, FantasonxsPyro, pyrothic, nNNNN Shark;, Wiikhou, _DJ, ghostcreed2, open8925, open8925, adrionjones1, dylanmoore, heathermichellewelch, Morten Høyer, ..//.mr.//, MoryHD, Unknown, xXR4zerXx, FERAN, Vampiric Materia【ĹƑĢ】, mitchell_giove, Vallout boy