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.
billcipher3518, ZONT ADI, Squeeze, A641, T o T, G10, G10, danil.ch2012, Lordman Gaming, AmazeGamer, lucas56bkn, 휴지, Anonymous, sebasr_96, daniel.e.crissey, Coincidental, BloodierWrex, pacman107, Ivanhoe20, harrison.ducommun, Grozger Zasrogtiveslin, maykol522, Laguna, chlrud951, Ivan02, BigWAT, JoshDBoss, Ignorxnce, DesertHare, smb123w64gb, outgoing4325, Nukulargamer, Nukulargamer, Karlops the pancakelord, Karlops the pancakelord, Johson334, Blazingfire, hectortito612, nerdy_fool101, simon11, KingShadow, yeahguy, Deika, Vergil DmC, Vergil DmC, Sir_browness, Micheal, LazerSpy, LazerSpy, カマズ (Kamazu)