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.
Lee, Opiak, luxelelios, Alan, M. Fritz, TheDarkForce, IceWolf, Toxic Boxes, [CS] viral32111, Jaymz, 特里托纳尔. Black Orchid, A Box Of Fish Sticks, luisjunioreneto, Vlad-00003(RUS), asmallperson, Winston, Sexually Transmitted Disease, |LDJG| Jimmy Smith, david246msi, The Joshua Tree, Kinniegreen, Matt, sithlord1, thebluecrusader, thebluecrusader, thebluecrusader, Cнroмα, Mr.Bonzi, PichotM (Matt), Yupj, ThatAwkwardGuy, CubicApocalypse, disseminate, Servius