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.
urielzoto08, tonitrial13, Nova • Agent Richochet, TravisBr10, 117keven, andresdeleonpaniagua1997, Luke Skiruner, martinmiguel2003, bellito-bryan, Why So Serios?, spartandelta189, Amir, dogtaewon, ghelt2000, WTF, 062298, Severe_Weather, jeffthekiller96, jeffthekiller96, jeffthekiller96, jeffthekiller96, That One Poor Gaster Blaster, Mr. Booze. ᕕ( ᐛ )ᕗ, Tristen the Argonian, Tristen the Argonian, Tristen the Argonian, Danicraft War Darkes, batking119, ᴺᵒᵗˢᵒᴮᵒᶰᵘˢ ᴰᵘᶜᵏ, DARI 141, Masterlegodude