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.
Hoods, jokeryui, ◘[Tes]◘, soocool11, cristobal.alcayaga2, andresdeleonpaniagua1997, gazare11, sebastianestrelladiaz, gazare12, phantomghost35, alex04, monreal.real, JumpmanOrigin, Mei is Bae, mathew.ravelojaona, nakkalokesh966, frost3247, stephani.graves02, Paton, Bob Loblaw esquire, Peanut, alewt, Leo_Zloy, tomochin338, jrickaby2002, AGRESSOR, freddy, Gho[$]t666, cryptidhuman, cryptidhuman, ChalkSauce, falseprophet141, falseprophet141, Ventuhr (Start anew), butteryspam, G10, Wintermote, Spunky Mei, formo, ☃❆[SM]RazorNight❆☃, Martin, amy_aimei, Darth Cockonut, TrickyAC, yaksaak, joselp.jhsb, pyxhell, Pelicanlover117, Sneaky Snake, Carlos Nava +111 others