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.
Pyro Intensifies #TeamPyro, Ashwill Jones, Punyu, rmn1981, ThisIsNotMe64, Joats, Crockovich, Milkaman, Spartacus, CA CA, CA CA, cookp, Devilswarchild, Crazy ol' Cheeseburgah, 밈, BLEND, WarningSign, KrazyKatt, Pixel, ❆Grandpa Niko❆