Exactly as Ben says. Those two sites will give you tons of stuff to
start with. I recommend looking for a beginners guide to help you build
your first room because a) this will teach you some of the fundamental
concepts and tools, and b) you'll get the satisfaction of being able to
run around a real map that you built very quickly (even if it is just
an empty square box).

All the monsters, weapons, sounds, textures, objects, vehicles,
everything from the HL2 game are available to you to build with, and
probably some others that didn't make it into the final game. If you
want different stuff, then you'll need to use modelling programs to
create new monsters, weapons etc, and as Peter mentions, you'll need to
write the code to make them work and record new sounds and textures for
them - this is a whole new ball game and if you're new to modding I
really suggest you stick to the existing stuff.