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.
ZareXiZe, daehwan0963, daehwan0963, daehwan0963, gandalf, Erikderp14, LeeehVisk, Isdras45, marc.geurts, Black_Dog17, Lilith Cake, Cies, Pr0Face40, De Fuzzington Bear, sandiegoklassik, sandiegoklassik, Kevin Pule, zikmester96, That Kid, Wroungah, DIMITRI [FNATIC], rickylumpkin, Nathmon565, tetalito123, gmodero780, lonely19682005, PenolAkushari, [Woona~<3] Night Strike, Dr. Cocktor