This download looks like a map. You need to place it in your maps folder inside the Garry's Mod folder.
You should end up with a directory structure similar to below
[TW]Mapleleaf, hdpwp, legsolo, Didza, LeadReaper, Bear, manuel130, Pauls4eva, WheresTheBlackSmith, Fueeeeeego, Morgan Freefarm, Nadsha, chlrud951, jena110, KITKWONG, DeanKirk14, Lord Eoss, [tFA] mc_dickes, Cpt. Cuddles