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.
XITMAN, gabrielhc17, GaMeBoY, dexter642, Mr.DeVauLex, vichito8nachito, ivaha07, SFM | TF2 Drake, papo5lajos, carveradden, lakatos.daniel, gamerulhorror, MLG Shrek, peiha831, theamazingman, !PWNMaster!, mounib, [TH]Aot342