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.
tonimontanito1566, ByLuciano, *thekillergamer* CS:GO, sykes321, LimeDreaming, colbypopkie, (Jay) AC130xGUNNER916, haydon546, Jeff_1414, SkratCh Punk, Allgrunfan50, Sr.Coala, TLXH3R0, NeWTron6, mp5lng, JDesolator, Dr_Triman, Maksman, TheSzabiHUN, Sokkah Abdelkader, pashaBiceps