Sites like http://gamebanana.com/ and http://www.moddb.com/ are good places to start when either downloading skins, sprites, backgrounds, scripts, maps, textures, music or any other stuff for Half-Life.
Lately installing mods for games has been self explanatory even authors of said mods have a text file explaining where to install it and how to install it, a general place is always: C:\Program Files (x86)\Steam\SteamApps\common\Half-Life\valve and from there the folder half-life will have subfolders and each is corresponding to what kind of replacements you have downloaded.
Mods like Sven-coop, Action Half-Life, They Hunger, Sweet Half-Life, etc which were popular years ago, they have to be installed to C:\Program Files (x86)\Steam\SteamApps\common\Half-Life for those to work and appear on your game library.
Some mods contain skins, sprites and many other stuff that you don't see on moddb or gamebanana and those can be extracted as well to Half-Life as any mods for it have the same subfolders as Half-Life, however if you already have replacements installed, do not keep both same files on the folder as neither of them will work only one has to be in there.
Recently Half-Life and its expansions have the option to check the hd option which if checked you cannot install any replacements for it and also another option to allow custom content which if checked its self-explanatory what will happen.

I hope this guide helps for anything even if Half-Life is 15 years old, there are still people out there that still play it and mod it, like me.