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.
HakerPL, Alexxonder, Console, Grey Wynaught, mattpeckron98, Cyberjedi, 1mpuls3, dannyswe1235, bt1319, gagyn, BlueZenith_20, Daemon Blackfyre, OverKillHard, Drift47, Parmazonas, [ПУь]Johny Brown, Spooky, The Spookiest Ghost, Appletrash, Deathloop, Dial-up Chucklenuts, Lethal Texture Pop-in, fpdlittleyoda7, zmarselino, TF2MlgEngineer #TeamHeavy, robinmgp, Graaicko, Sniper, RubyRose, Yakuza, cdaicuong2210, World Prop, World Prop