textures.wad should be a default *.wad file. It should be somewhere in your ESF / Halflife Folder. No one ever asked for a "textures.wad" on this forums. I suggest you use the Search function on your harddisk to search for the file.
Well, only way to actually get all the WAD files again is reinstalling ESF. Or by someone else, i am afraid i can't send it to you at the moment because i am at school. PS, I highly suggest you should use the "EDIT" button to edit your own post, if you make double posts, you'll just get warnings
If there is ever a .wad you need, for a map: you have to know what map your downloading, steam doesn't download .wads unless you do something specific. And that's server side. So it's not in your control. So if it's a map, go to www.esf-world.com and find the map, download it and put in the necissary .wads in your ESF directory