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.
Matchy, sh_0728, GOD, Dragon <名無し>, tokishan, rensk0624, kirito120404, takathin.playguitar, hinanai104kmg, Tana, hiro, Suckorpion, ebittu, Blueeyes Dragon, ぶらっどじゃんぬ, inutarou29, Edou, yo-675, tk1031um, welcomecatjp, Ayumaros(JPN), hqmazon, djplay20050202, 12.7mm, DrLucario, IFlySNA, PunkPredator, super*****punk95, Gatebreaker007, Toadn2011, Snowkitty24 - Do Not Disturb.