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.
MaceLAN, Squeeze, thawatchai-1992, Pepperoni Secret, Dr. Richard Mandingo, ok ok, smconaze, mj01032003.mj, michal789012, Avartez, Frankie_Boy, jeffthekiller96, Señor Chang, Nanook, Pikachu- פיקאצו, UncleSHREDDER, costercoster5, fighterbrony, BLACKM3SA, Yoh Sambre #Ero*****, Reverend Jesse V92, crazyboutrocko, crazyboutrocko, A Deep Commitment To Konata, Reazu, hjmen32, S+eamChild