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.
Legion Riven | RIPPER, !YTERTY!, ΩEspeonΩ, gmamba73, anhducemhung, aleksansander, Toasty, The Scatman, [red]폴[blue]츠, MrPrecious, MiniPilot, TheRandomKiyru |AI|, Interrogation :3, sandiegoklassik, King Kiryu, ◢◤ʟυscιɴιᴀ◢◤, Reverend Reaper Falcon, Reverend Reaper Falcon, ▲[OG]illuminati▲, Sage, killer_team, Bolzer, Ultimatesda, Jeffrey, Ivan the Space Biker, Bwillie0, Sora Tatsuo, Ensign lel, Wolfie, CaLeb, kyle.stokes321, [MG] AlertIowa1234, banana duck, SquigglyCup, Фрэнк, Captain Phasma