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.
shizozavr, timothypipes, olga.dubrova.76, theyounger37, Dwight-Pre, Actuall FBI | johnpaulbin, DR.PEPE, Mr Holding <^>, Subaru Natsuki, rocketstrong, Yuuki, Jeffreyg228, Fang64, Minefox The Fox Dragon, Ayzhu, Camper_Lv, Almighty, wesleyfrancisco21232, I'll put my blight in you, t!dnab, crsr23, BurmillaBacon, čočo čočavi, Daintier Productios(YT), Polux, reidoplay, Niki45, Kell[EX], mustafaev.orhan2016, Misklahr, [LFG] Jonpopnycorn, Axterz, Bhun, sr.Baron snowflake the 4th esq., name, Blood-PawWerewolf, tariqsw69, MLG Azfull, Used4Nothing, =(e)= Colonel O'Neil, Eoin, AzeN, Jake-Fox, Burntmarshmallow, EnderGob831, Kypros, La lechuga, King of Hate, Wall3r ϟϟ morte aos comunista, Frank_Ownsmoke +99 others