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.
conner3273, spet ops skyler, edwardtrain132, [DN] Mr.Weast, alex.wasylik, POTHATHO, Terminator, Gage, Kevin, Kevin, Fasteer, mrman1125, Wheatley, Jenseru, KeNnY SmOkEs KuSh, Ensign lel, Vulfski, Rinald_SVK