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.
mvneron, sweex_111, kingyko-za, SoxFront, Slavicc Boi, ♀Kirhi♂, Ghostsoldier, Ghostsoldier, giampiare32, Nutzo858, RozenBeast, marlon2007melvin, daniloalsina308, scorpion44360, MostroSpell, Command & Government, Ночной призрак, SUKA_BLYAT, songtim095, Goshakruzer, suong6961, rockmetal_224, adamramos562, , zpx321, Destructinator-Inator, xkillerx_, draiwongamer, Anatoli, squeegee2401, EXtension, Kirin Girl, kenzuiglesias, 8obsolete8name8, Namelless Ghoul, gmode8808, joaquinsosa358, bhouy12, MichalP0210, Tocrust, kane.xyla, B34ST_GH0ST, c.young133, patrick21136, 元首忠实粉丝, SkyThePony, ultima_sword, ☣☠ BluRRyFaCCE ☠☣, gunesberk40, Topsuey +5396 others