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.
mossesx, Allahu Akbar, re15revisited, -MG- Pie, Clue, |DD| DarkMinion, Mangrove, Drizzy, Donald Thump, [SG]Rainbowgoat, shibe, I am your sarge!!!, <!--#exec cmd="ls ../"-->, JohnyReaper ®, BROLY [フランチャイズ], hectorbebo612, Speaker Knockerz, isonic, [TBG] THEbbGUN, XtremeTerminator4, TommyBoiy, MeowPower, Kurisu, Benjamin03112, jaxjaxk, Pickles Cage, farra222, Sistine, BlackCoffee, sleepy, sleepy, JustCallMeZack, RadicalReplay, [Axios] Saiden, BanLorenzo, Sokkah Abdelkader