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.
[CMCCH] Sky Gamer, ! Kapitan Ciota !, alberto16.jk, Michael Jackson, HARDGUN99, zennat.3195, Button Mash, JmanMiner, Salchipipe, 2fpsParty, dszpulecki, mr-cuddles, Blackadder5, Teh Pekos, Adamek656, eric02erik, Coffee is Great, Lord Megatron, Mentezif, spacemonkey359, markus, HyperHero6889, eric, not jason, TheCarson116, Prism, barderthomas, Silent Cowboy, romanazzidjma, axeloyunda, Willymont