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.
Etan Palmet, FaZe Rain, zacop01, QTG坑, garlind19, A Hamboning Thief, iustindavid22, nickim 9-12, 2School4Cool, Speed Strike, khickman157, 13720051383, NonGenerikMarek, Ghost | trade.tf, Ghost | trade.tf, ∀λλ Γɯ∀๏, Takahashi (Cheesy), Takahashi (Cheesy)