You have to specify the bump-map material for your texture in the VMT. VMT's can be opened with Notepad, so I suggest you do so. In it, add these lines (we shall say your texture is in a folder called "de_venice" ;D :
"LightmappedGeneric"
{
"$basetexture" "de_venice/tilewall
"$surfaceprop" "tile"
"$bumpmap" "de_venice/tilewall_normal"
}
The VMT file contains all the information that Source needs to apply various effects to it. What you've done in this example is told Source the texture will be lit by the map (the "LightmappedGeneric" part), that the base texture is "tilewall.vtf", it has a tile surface (meaning it will produce the correct decal and will sound like a tile when shot) and that the normal map is "tilewall_normal.vtf". As well as this, you can also add shader effects. Try adding this line after "$bumpmap" line:
"$envmap" "env_cubemap"
This will tell Source that the texture will reflect the world, according to what the env_cubemap entity has found once your cubemaps have been built. I suggest you get a program called VTFEdit (Google for it, its one of Nem's tools). As well as that, I suggest that you check out the following:
The Snarkpit - "Learn to make Normal Maps"Valve Developer Community - "Shader Types and Paramaters (this is more advanced)G'luck.