Instructions
Open the folder where you downloaded the compressed "Garry's Mod" content.
Right-click a compressed file.
Select "Extract All" from the context menu. The contents of the archive will extract to the folder where the archive is located. Select the extracted files.
Open a new window, then navigate to your "Garry's Mod" folder, whose path you defined on installation.
Follow the instructions packaged with your download. Depending on the content, you may need to paste the extracted files in a variety of different folders. The most common folder is "Materials."