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.
Frex, Vishniati, CommandingNut, TreeTV, Kim, Klausi452, Tomás [HL2 Beta Tester], ZayJay, Greyknight654, Frost, Devourer #Hasztag, DerJonny420, Karma, Astropig, x3000Kevin, angry, MineTex252, Croft, sexystormtrooper1337, JST, Prawdziwy, Mr KillerOfU, PG.Beefo, Henry Lange, Mrdbuffalo, BROM, Ghost, Nordiz, Lucifer [SP], [ɢн] not devboo, thezzo, CraftWerk [GER], Keepo, shinexy, John the Hero, Nifty | CelixRP, Kayxy, Kayxy, OpticGavin, bob, Salz, SLYHONCHO, Skymax00, Phil, Green, Chaos, batsbob, VOLTAGE-MAN, Volamir, Salty Bloody Fail +301 others