For 1.6 -- Find this folder:

...\Steam\SteamApps\USERNAME\Counter-Strike\cstrike\

If the map comes with wad files, they go here, in cstrike.
The bsp goes in ...\cstrike\maps\
Sounds go in the ...\cstrike\sound\ folder, usually in a subfolder beyond that as specified in the .zip
Models go in ...\cstrike\models\
Overviews in ...\cstrike\overviews\

Most maps will come in a .zip file that has all these folders inside a cstrike folder within the zip, so you can just drop everything into your cstrike folder and it will match up.

For CSS and others -- it is really similar. There are no wad files for CSS though. You may need to install textures in the \materials\ folder.