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.
nicitaoficial, egorka.pypkin, nicitaoficial, Dimchik-2004, o.w.n, Joseph Gerard, ariano113, Stepa, SkipFighter, lord of empire, Pro_100_killer, open8925, open8925, open8925, chlrud951, wennygi, Golden Freddy, Kurumi, Kurumi, =PP= 419, tolyasha06, The Rocket Gamer, irzazia, pashaBiceps