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.
Mashilo (ましろ) , rionjasper, lasteagleknight, sisa.d, Der Master, PUMPUMBOW, FuzzyLeo, Caseythatisntepic