This download looks like a map. You need to place it in your maps folder inside the Garry's Mod 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.
mattuttitobebe, bartg32123, Ano1010 Slenderman, andylucas29112004, fearlesskdog, ♜MortalHITGamer♜, bibrkacity, Failu confirm| DK, FifkaChop, No Skill Just Luck, UltraU, pioupiou34, [Ding Biscuits] KaijuCakes, The SpringMaster, thew1347, Mozzila FireFox, Lazywalruss, [C17] Vini_Gamer, Virus1999x, k.a.c.t.u.s, arinovaprof33, Yoloasscrack, SpoopyLegs, SpoopyLegs, SpoopyLegs, SpoopyLegs, Mr.Chips, ⌠ℝℴℳᎯ₦⌡, ♂ ♂, Serenity, jQueary, Cup, generalcamper