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.
Dilly, Sparkle Spy Box Trot (Orange), kirbs, fps-creator-glo.ucoz.ru, [email protected], ///////////////, [NnR] Gannon, Lord TL, Seitan, Casey, Lazy Chucky, Hiro Protagonist, rydi, [IVI]Lucci, Supraventricular Tachycardia, UnluckyT00nLink, Dé-Jà-Vu, Outspokenbeef15, Korbenn, Warpath-the-drone swe, dirtpeanut, Blaze the Pegasus, DukeClowning, Where'sTheFairWiener (OFFLINE), Where'sTheFairWiener (OFFLINE), Where'sTheFairWiener (OFFLINE), Dis Dolphin Guy.., Ever Lasting Night, LazerSpy