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.
demo.cj:nobody punch cj, Martian arachnid, GWK, Bmestep14, od.danil2000, nurlybek, usserroliq-4252, Colgate toothpaste, policjakola2, firstname.lastname@example.org, A4MS, ☭ Lord TL ☭, babahiano_2005, Duckman, Commander Toros (KPAvids), Commander Toros (KPAvids), captsnow, George 08