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.
Law_San [Ƶemasterlø], s1zzle, тѕсм.Hikari Naomi, [NB]Seulteon, Kingmagic, OmegaMPF, skillz., castor, Oga-san, ♣Антон Петух♣, <@>, T h A t G u Y k U s H L e N n Y, Yho, LunSable, Adoring Fan EZ Twitch prime, TimeVortex9, solomon, Nine, The other guy, Purple, AnonymousFAGGOT, nameless, Fin, Dare