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.
NullPointer, The king of cinders, The king of cinders, The king of cinders, The king of cinders, AirHippo, yan.zotoff, falseprophet141, wolf966966, Spunky Mei, MikKo, SirWololo, TJ Lazer, Soviet Brick, Soviet Brick, [Funny Bastard], hexil1, Sk0LLiE, PR3D4TOR, frienca, ASDFGHJKL, ™☢Rλd!⌬4<✞¦√3☢™, Jimbob Jeffers, ambiitiious k3n, PencilDPain, Ruby BlitzKrieg T.R.I.C.kMaster, Fenix Legion, Zaku II (laggy addon collector), BlueJango, Filtershakes, ComradeXSnarky, Chester, Admiral-General N.N., antisocialone, LeodroS, LeodroS, LeodroS, Maro25, Maro25, rainer_gaertner, JK626, JK626, donut steel