Noob with problems: Texture's not loading, some objects not spawning

Certain textures won’t load for me, and instead will be a checkered purple and black, and there are also many objects that won’t spawn for me as well (any of the stuff in the Half Life Episode 1 folder in the spawn menu, or in the DoD folder). A lot of things also show up as big flashing “Error” signs, such as the shock stick when I pick it up. Do I just not have these objects/textures? And if I don’t, 1) Why would it even put them in the spawn menu for me? 2) How do I get them?

You don’t own some steam game possibly.