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.
EpikPlayer042012, kozlowskiuriel20, sebasmoutt, sebasmoutt, ✙kn16th_L4w✠, ชาวโซเวียต, grinya10045, keerati0624734907, pedrohenriquenatividade09, The Uncle Sam, The Uncle Sam, Demon_Hunter_Q8, ulrich.malers, Vibe17, perfectbingo25, Adidas_魔法少女奈奈, ruasquik, hayk, ostrogonacdd, soocool11, Uziblaster, mossesx, Comrade Smith H. I, TryHardGamer115, kaikejnm, kaikejbn, lucabog06, kaikejcw1, geridaniel8, tdemaz, Floh, The Royale Turdole, archicastor1, kaikejrk, BERSERK, NWO_Hicks, tssthesplitscreen, soocool11, Припять, ◀ Random Anime-Fan ▶, 5 Cent Pete, re15revisited, pskigen1, fivehour34, ilya.mikhalev.o5, Alpaca, Jesus24Gaming, soggywheeners, oliver8979, jake +112 others