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.
__Fluffies, YT:SnapBandit301, yutsamon, Mickaell, S2JWG2S, jimmie.stromberg, Hyena, [TW]SharkFur-Krahs, Tauren, Angel, true.shadow.wolf, DoktorRocker, grantdg1989, Gone, M3SA, , Yotomoco, jojoestla12, maximoran1996, Savvalaras157xD, Dragon Infused, ECHEiON