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.
sr.correia, hangamer 69, [SCI] Dert26 (Puddi), JazzDog, albertosivi99, [CG] ArnyDaElfster™, KuroSun, Megakep, FuzzyLiama, Corey, sandiegoklassik, AxisKiller, OnlyE2, Gud.Wav, MrSuperpoopy, HECU.Ťachànkin, Dog, David Ralphsky