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.
®™Number_IV™®, Bot Joe, Cherudim, supernoob5, bloodbathbowl, jag_74, nomo-挽歌, ashtontorres40, RocketmanCZ, RocketmanCZ, jstitson, dragonzaza, :/, :/, :/, :/, eddieh424, kepler3000, Archanai, rmn1981, khanhpro062pto, Candy_the_cat2, rola.kaznauskas, Blu, ethan.terman, creedassasin60, Melbe r, Rare Pepe, lord of empire, sukoisu47, moogenhawg, young69aa, j2thegutz, theReqerXR, Standa, chlrud951, turkufiliz, UncleSHREDDER, fgvdfgd.123, some unfunny skeleton, TheAustinZone, Blades, alkatraz, Locust, MSC306, agito, David, TF2MlgEngineer #TeamHeavy, boguslaw.antoszewski, [NHI] Nord +1 others