@abbadon : The tutorial you sent is to make NPCs using the same footsteps sounds as the player depending on the surface he's walking instead of always using the default concrete ones, it's not about adding materials.
Adding materials requires modifying the game code (aka programming), it can't be done by mappers.
Just search in the SDK (if you have Visual Studio, use "Find in files") everything related to "step" (or "pl_step1.wav"), just copy/paste and change to your needs.