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.
M!$TER X, erayesendal02, eraycan02, babaarda2005, [P2P] Козак Дніпров, falseprophet141, falseprophet141, Ventuhr (Start anew), xzafercan, rmn1981, terminato012, nabilyusof, Nova ● Peter Parker, Valkyries733, BomBerMan(bbm), MiSHuGaNa_SHmUCK, turkufiliz, (TR)Bozkurt, WhispeR, lemoon 3213, Nomad [DL_45], nesguy229, Blue3eyes, just me, lonely19682005, remarpc, jdramirezelmo, NotWaitMe675, Malloy