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.
Morganator, Rudox, CaVeMaN, CaVeMaN, marius44422, [AGC] $pittal, Mr Cheeze, sophash, CraftWerk [GER], Necrom, Luxio01, basti7, Desire Snowy, xiongliangtian123, fellpopinha, Zexy Dex (no mic), BoaTBiee, benzengineer, MarkusKass38, rmn1981, The King, chitaloca200, cfgmods1, Pikachu, Turkish Agsma, Lord Wagner, [Zabs]Joyce, BarroMan, Marshgray, INYOURFACE, ze1minuto, crodzilla, Nissemand, scornax, casey_t10003, HallowJxJ, N00B Scout, Misaki Natsu, Jazzy348, Heckelex, Untitled-2.png, Call_Harvey, Catxotic, whitefishblackfish, jeffthekiller96, SpringTrap(FNAF3), ShadowGhostTR, YuukiAsuna4ever, mariaojo69, Llamawitz +39 others