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.
mossesx, poneisamurai, Tanaphong, Tanaphong, люберецкий таксист, Charbar36, tdbcat, peli303, Turrican2015 [FR], ♫ Wub Master J ♫, bbenjamin1702, coolali96habbo, ChozoWolf, sabianreyhan, Russia Greatest Love Machine, RocketRazor, David the Coffee Craver, David the Coffee Craver, David the Coffee Craver, BigWAT, Rex :3, Green Grapes, www.zeko_reko, Tbone, Admiral General Dictator, Warpath-the-drone swe, Warpath-the-drone swe, Warpath-the-drone swe, hastor, LoneWolf42, ://neo.psych, ✯WWA✯ Mein Führer Kitz, Lord Krit, wake wake, Strelok