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.
Doom213, Dragoon, catypollio, DragonKiller (PavelCZ) #led, Bakari black, Toasty, Opo25, ophktutz, sioncolinwalker, The Scatman, [red]폴[blue]츠, Daniel, Chloe, austin.stokes123, MapleOrnaments[F-B], UncleSHREDDER, |-KPH-|, Archy Bot, Wolfie, KiserMustard, Uros Uki, Rappy #TeamDemoman