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.
jjanzel, gamergame067, flying_potato, DerrickScottII, Itz Elite, Eaglishee, kolya5544, AccaF, crester, crester, crester, okba17, Rire, Rire, Rire, Rire, Rire, Rire, ألبرت فيزور, NeonPk567™, Shelest_, Aegon, PeterGaming, James, jOY=, EFEX03, Redogg, Miniwinz