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.
joselita_sol, Rick Astley, arek.zydek, Jimbles Notronbo, Papa P, Doc, martin(HUN), Nopity, kingliam1995, TheFace-Lite Foundation, cmchapin, josh_da_ninja, Georg Friedrich Händel, zoburg88, Daveo Dinkum, Tobi, TwiRaptor97xex, Pathious, Zaku II (laggy addon collector), Neosss Senpai