Most func_, trigger_ etc. entities can only be created out of a 3d block because they need to have a shape, size and position to work. Once you create some blocks select them and press Ctrl+T to make one of these.
These are called brush entities because they are made out of brushes. Ex: func_ladder, func_door, trigger_multiple...
The other kind of entities are point entities, which are just a single point. Ex: light, info_player_start, multimanager...
You can place point entities with the lightbulb-looking tool.
