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.
Quack, Leman Russ, pc_suffering, UNCLE KANO, Ankhzyn, desinteresado124, Warhammer, E3HellCaller, China Pacific, ryanpeterson933, maciej.witczak, Waschko, марио1108, Mushroombat™, ๖ۣۜKiLLeRۣۜ๖.-, masonwyant, masonwyant, AirStrikerAlex, AirStrikerAlex, Pootinski, Angry_Guardian™, Solaire of Salt