For sprites, I advise you to use HL Texture Tools.
https://github.com/yuraj11/HL-Texture-Tools
It's so easy that you don't need explanations.
You can choose the sprite orientation (parallel oriented, oriented, and many more), and the sprite type (indexaplha, alpha-testing, normal and additive).
In order to create a custom sound, you need GoldWave.
It's seriously the best in its category.
Basically, make a sound, then resample it to maximally 22025Hz (22KHz for short). Then save the sound as a WAV file, with attributes like "mono, 8-bit PCM, unsigned".
How to make an animated texture? Hmm...
I can't remember that one, actually. I think it's like each individual texture for each frame:
+1COMP1B
+2COMP1B
+3COMP1B
+4COMP1B
COMP1B being the base, and +1, +2, +3 etc. being the frames. GoldSRC can handle up to 10 frames and their framerate is always 10fps. I mean... their rate is 10Hz.
You can include textures into the BSP file like this: (РУССКИЙ! Иди на Ð, иди на Б. Раш Б, раш б! СУКРБЛЬЯТ!!! Lol)
In short, go to the CSG process (in the Expert mode) and add this:
-wadinclude [name].wad
You can include as many as you want. If you just want to pack EVERY texture you used in the map, then I think there's this command "-nowadtextures".
There we go. Thank me later. I think I got it wrong about animated textures, though. Check.