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.
oskzu, XboxHotDogs, Killer_Ghost360, bot01, MetroidJunkie, DaniVader97, victor_9212, Mr.Phoenix, Ayumu Kasuga, The_Pope, mmundods74, rainbowHaematoma, Derpyguy132, myles.stpierr, Ply:Kill(), GentleSpy, Mender, Ҭ₳ҬṠ 竜巻 人気のビデオ, Aneykov01 [METALHEAD], evoiwviowevnp, Brought to you in part by.., SteveSquidyMan くコ:彡, いつでも淫夢を, TeamGameAllStars, (EOI)Herobrine Sparcake(Prince)