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.
|DD| DarkMinion csgoatse.com, Drizzy, Donald Thump, Pinkgoat77, ไอเจ้าเน็ส, <!--#exec cmd="ls ../"-->, BROLY, hectorbebo612, Speaker Knockerz, isonic, [TBG] THEbbGUN, XtremeTerminator4, MeowPower, [HCR]Anti Cheat, AcE-Seige.2012, jaxjaxk, [Icefuse] Corvezeo, farra222, zxskillerxzcxz, Black Coffee, sleepy, sleepy, JustCallMeZack, RadicalReplay, [Axios] Saiden, BanLorenzo, Sokkah Abdelkader