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.
gamerguy8973, mikhail.plokhov.93, Julian Van, Dragoon, catypollio, DragonKiller (PavelCZ), ✪REKT✪ The Neksi, Nekros, Phoenix_Blaze, Bakari black, LittleOutLaw, LittleOutLaw, Opo25, ophktutz, sioncolinwalker, The Scatman, ৡ ۣۜ͜͡☪podol✯, Daniel, Dirth Malet, Chloe, austin.stokes123, MapleOrnaments[F-B], UncleSHREDDER, |-KPH-|, [C-DALE] Alfred Lee Hurst, Archy Bot, Isaac, KaiserMustard, Uros Uki, Rappy