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.
Alex, Ghost, Fade, ZoidBurg, ZoidBurg, SgtFroF, NgYuKang, frizz, Syze, [HG] !߷Brewercreek߷!, www.Youtube.com/user/CalvitChin, [CC] Nivenn, OpenWilde, patryk.kur45, -.Sypher†, Eazy-E, Yoxed, silvinajpacheco, [TS] TSWR, ActionCrafted, Kamidzu, Smore, Cyrex, Nay Siggers, Steffalon, SirKryiz, Findes, μ's, TristanSao, BynomenT, BynomenT, Rain, Sexy | KooL, TheDarkRealmX, [☭] DΛl_Schim, PolskaTrades A.K.A JoeyWorldTour, MasterHans, Nocandoui, Trevor / Recker, CrazyMen, Lukikas, kuka, ♛ Mr.Like ♛, 리트, [RG] 悪魔 Halokey, Orangeparade, Trident, Trident, [IFN] MangoKiwi [SM], ItzSaif +278 others