You need to get half-life, which can be purchased at your local videogames store for about $10 now adays. You install that first.
All the other games, like counter-strike, and esf. They are known as mods. They are basically custom half-life. A team of people decided to make a game based on the same engine as half-life. So when you install those games you install them into the half-life folder.
I hope that helps you.