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.
guf08, Saysay, Zelaghy, TOMÁŠ ŘÍHA, $$MORÐ!$$, Lord TL [Hun] ☭, Lord TL [Hun] ☭, Dexx, _SHADOW_HAWK_, KiroFoxyScout, dumbbatman, Wizard Wand, Philip, | Mr.Bubbles |, [BE]MacAppleGeek[Team Rufus], poci20 (HUN) [brony]