Why get the textures that you need only? You don't have to distribute these with your maps as everyone has them. Besides, when you use custom wads (with actually the same textures) it requires others to get those custom wads too before they can actually play your levels. That's a waste of file size...
But ok, I'll help you out. Open halflife.wad in Wally, then open a new .wad file. Select the textures you want and drag the selection to the other .wad file. You'll be asked if you want to move or copy them. Select copy and these textures are then copied into the new .wad file.
Also, never use .jpg files for textures. Due to their compression technology, they suffer a lot of quality loss. Always use .bmp files to save textures to, if you need to extract textures...