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.
3rm4c, landmanj12, Mc Delphia, Zane122, HakerPL, Alexxonder, Console, Grey Wynaught, car7084, mattpeckron98, Cyberjedi, Somethin, Semiast, dannyswe1235, bt1319, gagyn, BlueZenith_20, Boerbans, OverKillHard, Drift47, Parmazonas, [ПУь]Johnny Brown, Spooky, The Spookiest Ghost, Appletrash, Lee Harvey Oswald, Dial-up Chucklenuts, Lethal Texture Pop-in, Pete Sahut, zmarselino, xXx_MLGNoscoper_xXx ( ͡° ͜ʖ ͡°), xXx_MLGNoscoper_xXx ( ͡° ͜ʖ ͡°), Robin MGP, Borisov, Graaicko, Sniper, ◢✟◤Revy◢✟◤, FiLaDeLFya, CONRECON, Free2Play, World Prop, World Prop