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.
[W-G] WorldSpawn, itzghostgame192, QberAkaQber, alixe.heller, 12th TimeLord, gabybarrocos, Tomek205, Frost, Dumbledore, Nebulea ツ Visca.gg, Sloth, EpicDroidKiller, That Wyoming Dude, jiaanlessing2, 'ViRazY, kaitomar, wolfburgt, supernova#/Revolution, HunterVanasse, Nishi, ZeelaxRyan, Mario89, Kisoft, Xhadros, patryk, Dark, Judge Zargabaath, John Freeman, Chuck! No, Captain Chuck!, huge stupid fucking idiot