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.
kencharlesvsegundo, crimeyt132, jose93, torresbassett, JoeLammo Games, hubbard.linda, konnormurphy3, xX_PyroMaster_Xx, josh970600, sandiegoklassik, ♥Pis♥I♥or♥, GM-gaming 12321 (youtube), Megamanx654, savabaliunited, XProCrafter, [FC+]YES, D Redman, Garry's Mod