1. Tell us more what you did. What entity did you used and what's the sprite path? It has to be a relative path. Also, what is the error you are getting, if any?
2. You can see SoHL as a mod. Except it does'nt have a singleplayer story and nor is it a multiplayer game but there are couple of example levels for you to check out. It's a toolkit that adds a load of new entities to the game, allowing you to make very cool stuff that you would'nt be able to make in regular/vanilla Half-Life.
All you have to do really is create a new profile in Hammer and use the new FGD file that came with the toolkit. Now you can make maps for it.
3. To scale a sprite, use the scale property of the env_sprite. A scale value of 1 = original sprite size, scale values above 1 make the sprite larger and values below 1 make the sprite smaller.
You can use whole integers as well as a single-precision floating point numbers like 1.7, 1.35, 0.5 and 0.75.