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.
Lord Zeno, tryer793, JakeTCK, chriss2300, HotDawgCat, BlenderShip, Михаил cs, Rain, MyMcMase, gabgamers17, sebastianstanik08, mivanxpro, Tio Gaara, luistoral2003, VMachinex, sebabenitez2008, rnovaiscosta, comgamer234, TheSpookiestXenomorph, c00l_Gamer01, c00l_Gamer01, c00l_Gamer01, Polski x Modz, S0n1c 4ss4s1no Zu3ir0, S0n1c 4ss4s1no Zu3ir0, S0n1c 4ss4s1no Zu3ir0, davidushka16, mom, Psycho, mossesx, martiboy2202, samucaboa, M A C, iamgreatnate, amankaushik4224, rubcov2012, rubcov2012, MrSlenderFatherX, Master_Pelon, Denix.eletro.444, FriendlySpy™ (HoovyCompany®), GojiPlaysGam3z, GojiPlaysGam3z, jamedowforever, mr.marto avatar pandora LOL, brayangordo55, ReFuezX, joyousawsomedude12, GaLx_Mario, my.little.pony.and.dinosaur +481 others