You can't play a .map file.
Open Hammer,
Choose File Open,
At the bottom of the box it say's: Files of type:Hammer/Worldcraft(*rmf)
Hit the drop down arrow.
Choose Game Maps (*.map)
Navigate to the map you want to open...
Hey presto, you have opened a map file in Hammer.
Now compile it to produce a .bsp so that you can play it.
Read
Compiling introduced for more info.