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.
[STAR]Pyro, alisonking2014, Tim_Jedd, gablod2, SOLID SNAKE, John Cena, The Dark Cloud, slayer o worlds, jack, Tonka Truck Kid, DANK-ASS~KrUsTy_420, axelito42
Submitted by garrysmod.org