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.
Ice, хищник, jeanpaul_plays, my.little.pony.and.dinosaur, jesusdavid_150904, optimusmikee, bflmn, IceGodLike77, teo.zaharia