This download looks like a lua file. You need to place it in your lua folder inside the Garry's Mod 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.
[LG] gunman435, Hajt, Alieni, Lost Key, Herr Sturmann ✠, < blank >, lucaro2708, Kirby, Jan Tuck, Denz, Erick, Sergey_26rus, dMania, KaiL, Apecengo, ⋣Óheppni⋢ Xdeposh, [LulzP]Denz, Detective Patrick, Momox, TheMerkyShadow, LegendofRobbo, PichotM (Matt), My Dime Is Up