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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • Drivable Nissan Skyline R34 by TheDanishMaster <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• Drivable Nissan Skyline R34 by TheDanishMaster/
  • materials/
    • models/
      • tdmcars/
        • r34/
          • skin2.vmt
          • skin2.vtf

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