If you're thinking "download" in the sense of downloading freeware, you're a bit misinformed. They're commercial games - you buy them.
If you want to order them through Steam, look
here. Personally though, I like having an actual CD (or five, in HL2's case) of the software I purchase. If you're not confortable with online orders, I'd recommend heading to your local video game store.
And keep in mind that you run ESF on HL1, not HL2. If that's the reason you're looking for HL2, you want to be looking for HL1.