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.
felipeabarca2005, EnzoPlays, Therandomgamer121, TOO-BEE!!, linkthe1sthero, creidim97, Digeridoo Dan, ✠ DaFrontlineSpecter, pizzalee, eeeeeeeedward, ☁Red☁, minecraftunturned7, WolfMaster2010, sirluigo, guganunespassos, Wolfman19682005, =PP= 419, Sonic Alchemy, Braxen