The maps have the wad files internally included in them. First, you need the wad with the textures to be able to use them in Hammer. Then, you can either use the stock Half-Life compile tools with -nowadtextures (not recomended), or if you're using the ZHLT you can use -wadautoinclude wich only packs used wads. Other people then don't need to download the wad along with the map.