Do not try to run Steam HL/a mod at the end of a compile as it almost invariably ends up dying with the message "filesystem.dll missing" blah blah and scaring people.
Start the map however you would if it was completed.
If you want to map for Steam and can't find the textures, use
GCFScape to extract them from SteamAppshalf-life.gcf (or your mod). It doesn't matter where to, as the WADs you unpack will only be used in Hammer, not by Steam itself.
Read
every single tutorial.