Just drag "downlink" beneath the "valve" directory in your Half-Life filesystem. (f.e. "C:\your-steam-path\Half-Life\downlink").
Edit: For the steam version, the game is started from the steam client. After dragging the directory and restarting steam, there should be a new butten called "downlink".
Sorry for the inconvenience.
This is a good mod and deserves more attention!