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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • Focus Load <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• Focus Load/
  • Change Server Branding, Also Pic of the day.PNG
  • Change Youtube video music.PNG
  • How To Change Background Wallpaper.PNG
  • images/
    • barlist.png
    • changewallpaper.png
    • eve.jpg
    • fdloading.png
    • musiclist.png
    • proudgmod.png
    • Thumbs.db
    • video_games_artistic_gmod_desktop_1920x1080_hd-wallpaper-1186857.jpg
  • pngfix.htc
  • preview.html
  • Read me Please.txt
  • swfobject.js
  • Thumbs.db

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