First off, you need to extract the compiled map file, or the .bsp file, to your valvemaps directory wherever you installed Half-Life. For Steam, this is often C:Program FilesValveSteamSteamAppsUsernameHalf-Lifevalvemaps. For WON users, it's C:SIERRAHalf-Lifevalvemaps by default.
Additionaly, some maps come with custom sounds (wav or mp3), sprites (spr), models (mdl), textures (wad) etc, place these in their respective folders, such as valvesounds, or valvemodels. Wads need to go into valve.
Once you've installed these files, either run Half-Life with +map mapname or open the console, and type map mapname to run it. To run a server with the map, create a server and select the map from the dropdown box.