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.
RedEagle, [TPG] Wigger Jibz, [ARA] Carb0n, Nightstar, (TG) BunnyLuck, Sho, Lykor0, TheGamerPlay, §3 [O&O] Thomas, TOXICSHOTZz, Adiliteriss, Hugh. G. Rection, TennButay, [cola]Syndrozz, MeEeE, BallisticGaming, Gazabor, ☣☭The Soviet SlaughterShy☭, TOMÁŠ ŘÍHA, Deis, Coca Cola Bear, ShadowManX, Oli v3R, T.w² | Militant Mario, remainer, kash register, Exim, YETIKILLER3000, Mr. DeadNight, Haazey, Java the hutt, Percey, s3od9991, Joshhhh, Joshhhh, AGC Omega, Sirlukydell. [ CF ], BeatifulSapphire, BeatifulSapphire