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.
FiendMF, entechentainement, Stevo(ง'̀-'́)ง, [IFN] Kontra [EA], noaccess, [dob]Shitfire.JR, Big Toska, dameon_omen, djroxrox, Rovester, Elijah, Witness, Not Alex, petroff.artiom2016, Mad Lad