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.
Stidk, Odell Beckham Jr, Herr Sturmann ✠, 小水梨, bryan_csi, -=AJAX=- EpicMama.exe, tobiasxz, tobiasxz, Lelo, -=[UH]=- General HeX ♥, funkyswags, [VDT][FNL] AlexDR15 , Galtrox, [»ԲԵՏ«] Furbloke, [»ԲԵՏ«] Furbloke, Perky, PB|Dedruss, Salvus, cygiel, Knoth, [GZ]_나임나로