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.
EXTRA T H I C C, MrBeefy, JENKAZ, ramirezabraham318, andresdeleonpaniagua1997, Martinvenegas123, dljackson2987, tron1011021, kenysuarez, Dick Ambush, hcalland, SuperJANGOG7456, nakkalokesh966, vouk999, stig, falseprophet141, falseprophet141, FAP-FAP-FAP master, LTurmoil47, bbenjamin1702, bro.time, mijailkristoff, divelkillyougod, Portalkiller205, Ax448, Sneaky Snake, decadent_uk100, Emotional Glowstick, IceKnight541, vector343mariobros, [WGM] Carmine1018, fitten kitten, Stratos_Sfer, You Killed Harambe, Cypher8462, Cypher8462, noxxic88, Gang ✩ | Sub, ✩MasterArix707x_PL✩, halfblackness, Fenix Carmine, DomoPL, kbrenden68, Shy Rain, Baka3310, Green Grapes, Stranger Close, ToTTi, John Spider, masonwyant +10 others