hmmm.. you should have it in your valve directory,
i got it there,
these are the wads that came with hl, and that you should have:
Decals.wad
fonts.wad
gfx.wad
halflife.wad
liquids.wad
spraypaint.wad
xeno.wad
and people shouldnt include the fonts.wad in their map when they're compiling, it doesn't do anything