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.
sandman, The Scurvy Orange, Muffinator 2.0, loupgarou_e666, loupgarou_e666, Cautionicdc, JusMahBASSCannon, Riha.Jarous, Jona( ͡° ͜ ʖ ͡ ͡°), Korbenn, Gmod Yoda, N E G A, beta50test, Arki Red ߷, anicity12350