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.
ุR, nindar, kapłan luciusz, FluttersIstDerBeste, [MLG]StoopedFoxUA, [bonk]mortorias[TG], SirTalis, ❄☣Lord TL☣❄