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:

• steamapps
  • common
    • garrysmod
      • garrysmod
        • addons
          • meele <-- Addon folder!
            • e.g.
            • lua
            • maps
            • materials
            • models
            • etc

• meele/
  • info.txt
  • lua/
    • weapons/
      • mw22/
        • shared.lua
  • materials/
    • models/
      • weapons/
        • v_models/
          • mw2_knife/
            • mw2_knife.vmt
            • mw2_knife.vtf
            • mw2_knife_normal.vtf
            • mw2_knife_spec.vtf
    • vgui/
      • entities/
        • mw22.vmt
        • mw22.vtf
  • models/
    • weapons/
      • f_knife_t.dx80.vtx
      • f_knife_t.dx90.vtx
      • f_knife_t.mdl
      • f_knife_t.sw.vtx
      • f_knife_t.vvd
      • f_knife_t.xbox.vtx
  • sound/
    • weapons/
      • mw2knife/
        • knife_deploy1.wav
        • knife_hit1.wav
        • knife_hit2.wav
        • knife_hit3.wav
        • knife_hit4.wav
        • knife_hitwall1.wav
        • knife_slash1.wav
        • knife_slash2.wav
        • knife_stab.wav

troxurPL key-drop.pl, azrildyu, azrildyu, ᴘʜᴀᴢᴇ, deadgamer405, A Happy Duckling, KRiSTiAN, Syx_ii, georgekarsos, ☮RamzeS⛓[BRG], DATyOlO5cout (G.E.W.P), THE BEAUTY, kawanssilva10, joea, SeNNoX, gordej2015danik, Tony, Anonymous01, NoNaMe69, NoNaMe69, kawanssilva10, kawanssilva10, SpaceDonkey, f0rest, fromentvalerie, caique.lanzini16, GTA179, Wolli play, LOPREM, talhaqadeer408, sshahrabadi92, MacMan, EliottDown, R_HaruPris, R_HaruPris, xFakiz, Redtrek, busermanov5, ecalassa, GF GAME, Henry Witzlm, witchboy����, ☾ Eclipse, apl2, Orlög, [OF]CanGülercan, NeoEngi (HUN), KiroFoxyScout, nightmares, .Pikachu.The.Killer. +8 others