The zip in the url has two directories in it. The directory NeoDement, and the files in it, goes in Lua\Weapons under your gmod9 directory. The files under Models\Weapons go into the Models\Weapons under your gmod9 directory.
The two directories in the zip are:
Lua\Weapons\NeoDement
Models\Weapons
Sorry if I misunderstood what you are asking.
