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.
mossesx, OculusDrifter, dimon12651, jgd_entwurf, olgaptic, Alex98749, zhalbar, tdemaz, killer_steel, ES_Johnny, rblake007, alexshulski, trayvionmcdonald15.tm, 337277199, jnmborricua, ComxSakuya, Fosco, b179969, joalalfred21, MiiLenny, mitchall.niman, Basbas293, kangur845, kangur845, 2750590394, 2750590394, Ed҉ZiF҉y, FIRE AND WATER, AviriKirby, rinusik2012, <Data_Expunged>, mjpkiller, SupZeus, open8925, Vinrax, Colton And Jeff Agents, CubicTuxedo