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.
declanhughes18, Gryphon 01, TOO-BEE!!, LEONIDAS, Enderxenomorph, House M.D, apple, Direxe, ๖ۣۜKiLLeRۣۜ๖.-, TheGreatBrandino, DJ futuredo9, TF2MlgEngineer #TeamHeavy, TF2MlgEngineer #TeamHeavy, Magic_apple_tree, larryv3ga