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.
YisusWars, Kemphler, Dark_Obscurity_Server, Linkus, boblord00, The_king_core, Kaan_2002_yilmaz, matrix109, ASzaz ^.^, hakimadrayf123, Spicy Boy, ShaeOverRated, HowlingFear, freezingphoenix79, dandan, nik-nekich126, Demonn, lyannerz, Xeyar, 176cm 50kg 18cm, Samtherock, You, Ash, Manoz, Acnologia, TealAntlers, danendrasaskara, ✪ Nemi, Mumin, BLANK-IDxx, h3artl3ss362, AminTheMar, Fictional Wanderer, Liban, FishTahko, rockxx317, sonic, shefocrz, walaa_alhalabi, modadas12, Cat, HartM!, Dwayt, Business Fish, sonorc, OSITO (TED), Late Stage Dementia Patient, Flash1208, DeluX, general18 +1564 others