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.
ziahabibctg, gamingjo107, kubaa96a, fearlesskdog, valerochka.mokryy, Bot11, SpooderShpee | trade.tf, haumaroc, jafara, mr_puddles, desinteresado124, FRESHCAKES, LambdaKoopa, Edward Kantway, [CG]ChAos, jazhiwatig, duduklusener, ILoveBacon013 /trade.tf, Soldier, samoricosimo, Rattenvanger aka Quinten, SpoopyLegs, Kaathe, Kaathe, LeadKiller, CONRECON