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.
attlit, [Stealth], img, the spy, gostya66678, chota.americana, a "JOLLY" Male :3, mossesx, grove, The Dastardly Paril, Ryan, SkyboundLight, Warpath-The-Laughing-Swordfish, Steve Balls, Jones Bones, Jackster743, Heckkkkk