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.
EoS_Keegardhard, littlebladed, Life Akizuki, BrenDekT, flinkymeatball, [IFN] Cu Chulainn[SM], scrub | trade.tf, Zeeee, speznaz97, |TPG| wingman2367, KingKadeo, Wadsworth, Trainsis, ✙LCG✙Niger5, French Gucho(GodBird), Nien Nunb, Goonya, G-BOT, Agvv20, Rerocuso, MonsterBear, Liam, Waughdog3247, HardBreaker, Kami Complex, Go add my new accoun't, Death Gun