Move the contents of the folder 'STEP 1' to a location of your choice. zip file you will find a bunch of folders. Once you've downloaded the half-life-resrced-v1.zip file, unpack it somewhere with whatever file archiver you want (7Zip, WinZip, WinRar or Window's built-in unzipper). This is the version most people will be running and the one I have myself.
This installation guide is written for the Steam version of Half-Life on Windows.