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.
Bmxbandit23, woppingpancake, 900 MOBB, arthursantosr, Julex, limjeremydy, Spinach Dip King, aweandrewn, Tigerdx123, Cyber [E], thechroniclerofchaos, Anime Lover, Tea Cup, sergiojoelgodoy2003, BleuMaRoS-X, Arashi no Me, dnaum5, shaunandrew428, falseprophet141, ★UP G.E.W.P Cat, Garyk, 25082000ilia, Mathieu, The Sience, MiniPilot, miguelcasper033, Agitated Hippo, Psychoticdan, Mario Chief100, ♛ cobalT ♛, Freakshot, john15911273, Snatcher12, Swiftzz, Rashid the ISIS Fighter, That One Poor Gaster Blaster, Grozger Zasrogtiveslin, Dr.Oktoberfest, samthehedgehogrocks, xTcR | Ndo360 [GM-R], MysticSurge, TAMT145, klovnessa, Rotiart, Aldig144, Cube, masonwyant, Deko desu, catking1122, Xenox_Ilz'ot +19 others