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.
Mòe | Cat, MR.Bunny, Trokie, ๖ۣۜp╠╣o₦o©e₦©இ, :\/, TheEpicWolf500, Gold Man, [PRO] Sniper, Cakemancoockie, (2spooky4u) biohazza, SumSumGuy, DaT-FeSTivE-POOtiS_BIRD, [PKM]_Slowpokе_, m!ke, Fenixo49, Happy ゲーマー, Guironk_, The Seductive Spy, US Bacon, GalaxyCow, Deadon ( ͡° ͜ʖ ͡°), Guy, Greenyred, AzaPattaz, nil, Sossadge