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.
michaelguitarist57, stefangoedhart, Fox 666, Kitsune Jimmy, wiilmer691, giacomobustamanteb, HANS CUFF_88, HANS CUFF_88, HANS CUFF_88, HANS CUFF_88, ScoutyB, christopherjameshayward, banjolog9808, Super-Warioman, sonic19833, vincentlumpas, KillerTofuBeta, ConkerTheSquirrelKing, GoodlordRayquaza2004, chickencv, JhonV, MiltinMI, mizael000008, dinodude, Pink the Inkling, ＭＩＪＯ ＭＩ, OP, TheElectrifiedGamer1, Sir Conker of Riften, Mr.Unknown, Red, Legalian, rnot585, TMB, ~~Snorgan~~, tracychuckw, tracychuckw, nignogsrus, This Mans Punus^, This Mans Punus^, Ricksta1987, Joelymon, Sergeant Sunflower, FZone96, kimberlymyrick64, kimberlymyrick64, sianravello, santiretroman, Red, d_ani2306 +20 others