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.
falseprophet141, m1918a2_bar, m1918a2_bar, Shroober1, Areo is N̲O̲T̲ for sexual, SirPalesAlot, [MGO]General Alaster, ThatDude, That cake is a pie, Dobakjang, 1ronfish, Lucy Louviakov "Wolf", Thatguywehate, Zvonimir, Lt.marinez -TPF-, Rojok, Jobo, dirtpeanut, Hazardlife, jjloney, Fb||Sgt.Train, SeconD\SignaL, Jones Bones, Buzzofwar