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.
SupremE, SilentHunter, Harko, [BOT] TMGFOSTER, Pixelfied, bdpham, CrimsonXTaco, El Huervo, ♛ h1xzz ♛, Own3r, Patch2707, Seph, Negima, Kyliux, l.maire c, ︻气デ═一Alpha |440Niggaz, Rebitaay, Sanq, Ronnie Pickering, Vokster117, Catapult Jr, ✞GRUZIN✞, Ace_Reborn, SirMeepington