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.
Harmonica, Mrs.PiggY, MagnixGame, ICEBERG, - [ ★ Morgan Freeman ★ ] -, infravert, Diksur - The One Tap, GrevalGaming, ||S.E.M.C.|| TiggyTheTiger, Kaname Kuran, VeenonPolska, Chris, ☆ ☜☯Mr ✮ Janek☯☞ ★, Just Person(, PichotM (Matt)