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], Frost Star <3, тѕсм.Hikari Naomi, 슬턴, Kingmagic, OmegaMPF, skillz., castor, Oga-san, Gordon Freemen, <@>, ThatGuyKush ( ͡° ͜ʖ ͡°), LunSable, King Leoric, TimeVortex9, Wulfy, Nine, The other guy, Ƥυℜρƪ∈χ'đ ƊατǤυ, AnonymousFAGGOT, nameless, Fin, Dare