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, The Neksi, Nekros, wolfboydaalpha, Bakari black, [PU Sgt]Toasty, Opo25, ophktutz, sioncolinwalker, The Scatman, [red]park(漁師), Daniel, Dirth Malet, Chloe, austin.stokes123, MapleOrnaments[F-B], UncleSHREDDER, |-KPH-|, Archy Bot, Wolfie, KaiserMustard, Uros Uki, Rappy