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.
katerinka27-12, Luke_SlayinGames, byrger6000, eexodiusv, The Common Player, keep out, jasiekkowalski99, Mister X (Mihaly), Knefi, Pomzie, This Is Spartaaa, sagar, Leader Degel, dhg, [=AWOL=] Ayyyϟguy, Isaac, golden