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.
mossesx, pmike279, MX_ghoul_games, Courage the Candysack, Ryuunosuke_FK, H2O Scorpion, Nagahi, art888, spade2496, Myuri, Wolfman19682005, danielpom31, mr.budder.nugget, Yew™, SoulSentinel, LuisMexElite, maniagojared