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.
Karol.1311, honey_bee21, Ry13y04, Fnden, [MG] Festive Cupar, , mr.x, Mr. Happy =D, Zeox, rreda1968, Zeph, Hank, Y Tho, vMajx-, Ossifer Downs, JackalWinter, michaelgeo7, cottonfist, Deathwolf | SuperiorServers.co, Redgord, #4mb3R, ⎛⎞Regi⎛⎞, noth1ng, Eden, Steve98rus, DatAmazingCheese, Supertoaster73, ZeeZulu, ZeeZulu, ZeeZulu, | AMS | Bill Moore, Duff, Duff, Kussy1000, Mozer, kuva4ev.bogdan, Derpy Hooves, DerLaudTraut, Der Defender, DKK, Ghost , gaze, gaze, gaze, DraftehFooteh, Abuyin-back & better than ever, Abuyin-back & better than ever, Kayy boo, Thundering Pigeon, Gunde +121 others