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.
JeremiasBear, gergus444, super.jhukov, selmanogueira087, KFoxky, LobenzoGamer, weeman3147 | trade.tf, peiha831, V for Vandetta, ZoDiaC, Flynn Taggart, Prism ☢, djordjedjekic02, islemDZ, Dalibor, eduardoviasvaldez