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.
DyEoLuEnTgE, medranoangeldavid, Deathreid, LEBR_ON, Geetsly's Development Team, kennyfur2, Riggs [R.G.K], monroyselvin51, An Idiot that uses voice changer, Maevo, alex, tapok, Rahkye, Neon Ridersky, Lojocats, JoBolos, Allahu_Akbar, V92