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.
UgandaCoder, Rick, MelonsRule ツ, SickO On A ☁, heriporter22, heriporter22, Artūras, Æ - AGF, Reachless, Wuschel01, Carter, Antipixel, mindy, »Hasira« , »Hasira« , Gamma, Bob, Cap'tain, Anastasia, my-space-button-broke, Pepito, Omnivion, Pitt, AzZar0x, TP | Neko-Sama #J♥, Lexrath, Lexrath, DORA | CSGODUCK.COM, [BOA]BurgerWithOnion, Mango, Dobby The Elf, RedEagle, Mika Deagle ツ, TNGevilcow, [Mongo]Tim, Topp, Vexxenn, BB, Gaben, driver from drive, wikili202, Croiss, Jay [OG], swordbird22, Reaper, MiikesFTW, AG-O | Reeceobz, [PN] Owen, jojolive, Bryan +397 others