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.
thewolf12, Skit, -AceShot- | Hyplex.co, Beastii, Sir.Troveson, elwolf6, pete, Not Alex, Lieutenant Fox, ᅚᅚ, Ricky Billy Bob, Exonrades, Majestic Weenie Butt, Duan, Melody Cloud/メロディクラウド, Its me! Uncle KwidyNNN!!!, opaintner, pacthekid585, Cloudchaser, Fusion, Fusion, keriotisna, Mehduck, illuminati, Rotiart, OnlyE2, Monsieur Combustion, commit, Neptune (#TeamPyro), 「Pelt; Gun β」, SCHWA Mouthwash®, Jeffrey, Erick Santos, Julsilagi, >The Amazing Pizza<, >The Amazing Pizza<, Metroidfan226, ED [Izakian S. Major] Circuit, Orcssasin, Pepperonis, JigSaw, Zhend, Tvoj tatko, A.R.C.A.D.E. JEFF