You need to make a .WAD file with your custom texture(s).

Use this program:
http://www.superjer.com/files/wally_155b.exe

Once you have your .WAD pack:
1) put it in the folder with your map you're working on.
2) add it to the .WAD list in Hammer's options
3) use the textures in your map
4) change the compile script like this:

hlcsg -wadinclude yourwad.wad yourmap
hlbsp yourmap
hlvis yourmap
...(etc)...

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Your textures should be exactly one of these sizes:
32x32, 64x64, 128x128 or 256x256
Any other size with cause mild to severe problems.

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Textures must also have only 256 colors. Like a GIF. If you try to import a picture with more than 256 colors into Wally, it will do a shitty job of converting it. You should use a real image editor (Photoshop, Paintshop, etc) to do this.