For Dedicated Servers, you must install any custom maps in your server directory to run them as part of your map cycle.
For Listen Servers, any maps that you have played with your client are immediately available in your Listen Server.
If you wish to install a Stand-Alone Dedicated Server, there is a bit more work getting things set up and running, please refer to these FAQs for more information:
Setting up a Standalone Dedicated Server
Configuring a Router for use with a Dedicated Server
You can start by copying over any custom maps you might have downloaded while playing from your client to the dedicated server folder, there will be a subfolder there, one for each game type, so for example cstrike is for counter-strike.
There are several folders for the custom content that you will need to copy over. For the Client Dedicated Server, the folder for cstrike is typically located here:
C:\Program Files\Steam\SteamApps\[account name]\dedicated server\cstrike
Copy over the following folders:

  • maps
  • sound
  • sprites
  • gfx
  • overviews
  • models

If there are any custom WAD files (*.wad) in the cstrike folder. copy those over to the server cstrike folder as well.
You can install downloaded maps to both your client and to the dedicated server.