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.
RED Floyd /(Weber)\, Crazy Wolf, ❄☣Lord TL☣❄, Warpath-The-Laughing-Swordfish, Yaijal, PeculiarReality, Zerf