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.
masamasa1234561, boss.rachveli, silenceblackwolf, weapons523, otsumami1999, [KdG]The-Second, Arinamin, ikorih-7oct, Gopnik, ナットメス, aty_sat1930, nappaman, MARU, Newfolder, urasuZ, bfuselier16, Kastel, patakapata, osuzu-rei3276, Two b0xes, Zabojca, ζ MUCKER MλYHλM ζ, Gamergasm, RD_0RB1T