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.
Arthur Jeff, Василич, Señor Skeltal, djliebe33, Benedevil | blw.tf, Flip_Shot, Baltafar, ESQUELETO SAXOFONISTA, Sansey_mudray, Sansey_mudray, < blank >, Definitely not Groot, Kissu, Blackhawk, Athlon, ERROR, ⎝⧹Dookis⎝⧹, Kubwa, NitreX, FatSaggyMilkers, 1508864598, Mr. DusMees, BrawniestLine25, kitixok9, kitixok9, SixShooter, Путн, mossesx, JWstylo, SmackCracker, guillaume.didelot, Liam J, xFoz, Blazingbeta, <hsv>[ParadiseRP] Paradise Proje, Andrew, ST | Rasho Laser, KaffeeKobold, 레인, bicbainiga1, Alkenix, seanspeedy666, 6Borg, d.tonitch, Smaks, dedimark, Requelfade, I'm a KILLERKasperl, MiXFiX, GFN_Jan1027 +224 others