no?

Help Please!! I just downloaded Valve hammer editor and i followed all of the steps u said to follow up to the "Add Wad" part. I put in halflife.wad but its not working! it keeps saying halflife.wad
File not found
Please verify the correct file name was given.
Please help its my first time making a map and everything was going smoothly now im stuck! All i want to do is make a map