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.
[bot909] . ..◥◣ ◢◤....., [bot909] . ..◥◣ ◢◤....., PurpleNeonCat - Serius, hrvy, Ravs, Kein, Gzou_Montana, TypeGamer[#9328], M1notaurcz, codyreign, plague, ChrisTox, Yewolf, -CreasY, w0of, Regul, Korki, Waren, A Cat SIEG HEasdIL, Berting, Tejas, Bogan Mike, [LFG]ThePianoTheorist, Fb||DarkWitch, Ⓚⓦⓐⓢ, Norgren, Johnnykun the sample sampler, Flip Da Flop, ๖ۣۜEPIX ( ͡° ͜ʖ ͡°), ChrisTox, ValidatedFright, hi, Suicide, DMan2, Specter, Tonik#Solo_., Kapitän Yoda, ♛✯Adam✯♛, brin900, DaeCheonSa, Meehowl, You're Going To Die, Ruby and Sapphire, Common Pepe, Skylordz23, Skylordz23, BlackMonkey, Mob1234, TitaniumSnake, GeekPotato +82 others