This download looks like a map. You need to place it in your maps 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.
Aguxeneize, khystal.mc, Blazewoow, GamerNick_BR, Firepath, Scaramouche The Merciless, Sokkah Abdelkader