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.
-<FPS>-Camiron, big Cheese, c0w0navirus, [FR] TheShady, Team_Gaming, the overlord, Dr. Death, TheGamingCailan, MrBullet | IFN.GG, SquadExha, SHIRONE, Opie Taylor, Minato Johnson, Space Cat™, KMA, Glizzy atmc.cc, andhalo, iliminateur, tangoçame, ~r~CO-88|Jake, Medovik, KraiZzON, cryption, Duck, Xjay32, Ionut586, ✿ℤ, Impostor johnyap1, progxd1, ivatinrechak, TeNtE, Pipspy, Kirito, F.O.X.Y, [LOS]DönaTela!, kirito, Berke, Négatif, Glophop, T.pap, Max, Mr. Burger, jevousaimepas, CrazyMaksimus, DoggoDev, Meattekn, NaylikLeGamer, Itachi Ushiwa, ~r~ [SEAL] ~b~ E-3 (SN) Jac M, ●•╚╣Ύ╔╗å ╚╣Ύ +2122 others