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.
sarasincat666, 1_mcm, HardLuck2015, drumjedi76, hitman, melser7766, melser7766, Reynard Fox, Ghost, amraa_amy8888, Jknap (J-Nap), yamilonpicudo, terry.latham, fallout_ward, TheRealRyn, Skull, [GC] LouieMc03, alexbosshead, BeaR, TheJiiberJaber_YT, [M]ythical, aa8326138, SPRINGTRAP420, ChinaMann, swe0009, sergeev-yarik, PURGE000, sebatavio, SFM | TF2 Drake, SFM | TF2 Drake, SFM | TF2 Drake, Venom GameZ, XvenomtakerX, derpyhoovesforthewin, DJ Jorge29336, jose93, SpatialPhysics, DasBoSchitt, david, The White Hat, bentadil610, Hestky, JureKlanac, JureKlanac, JureKlanac, DjohniDoMomento1, Chuki, NI CHOSI, DarkAussie, [red]폴[blue]츠 +52 others