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.
Kallandan, SniperNoSniping, xxwarexxsharexx, Angery Australian, The Sniper, ╯home╰, vip.210, [XD] Remy, TTTWEEE, Lucas98, A D&D Character Sheet, on1x, Joshuank, ⎛⎝Hanna⎠⎞, re15revisited, re15revisited, heatsaber, kerybence14, The Keeper, Mishovy Silenosti, JakeTheHobo, Echelon Trident, chur, Šøåþÿ, VanekLucku, TheGanjaGhecko, Valence, Thelolslols, SpiderMoon, Hermione Granger, [RPPK] MiniPyross, Big Dawg, the cosmic being, foriot, Anon, Super_POG, 明野先輩：З, FaZeEggroll, dibi, Ra's Al Ghul, Axel, [BDG] Tritten, TheArchaeon, lev.bublik1986, DandyEndo, Bowdosa, pazuzu2010, Sufficany1970, A. Hodges | 1K-05 |, bautista13angelica +198 others