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.
AdriusBR, giovannivella21, Phobos, Noppes, chryzangeldamasco, thelw33, QTG坑, cheraza1991, WD Gaster, Nerf This °w°, j-walczyk, Albert Einstein (On Crack), baba10110, ductom2002, Jantam11, potato, hilarious relatable username, Mat2, Crackers 2.0, gabyanes17, Savvalaras157xD, copukara4, A Deep Commitment To Konata, -WwwW-