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.
manueldejesus57433, Soldier TF2, Spartax118YT, misgames69, M U Z U N G U, snufflycomic39, yofojazer, iulianneagoiu769, anvindel14, anvindel14, laynek26, Chrome, manv612, max191015, quirogahotmail10, Shinigami, william, benjaming04, re15revisited, nemanja.popovic2001, sheeijan, IronArms, Professional Stormtrooper, Falcon, koossa12344, Mr.Freeze, Drakeno | Skinhub.com, patatex111, Skullcrusher4, falseprophet141, rmn1981, golferbs, golferbs, Pepsi Man, fps-creator-glo.ucoz.ru, DeadDPpool, Xx_Hunter_xX, patricktb2, FacuThePro, ben 2, garces_jm, FuzzyLiama, FuzzyLiama, supercooper, Skull, Daemon, #2MuchPotato4U, Genekri, MegaManX, Backfire +17 others