That will probably a tough one because if I remember correctly the dedicated servers for the old goldsrc engine games are buggy regarding them missing some files and not being downloaded properly by steam.
So this might require a lot of try end error and looking for fixes on your end.

I can't give you a step-by-step guide cause I haven't run a goldsrc server since a decade.
A few links to point you into the right direction:
console version:
https://developer.valvesoftware.com/wiki/SteamCMD
https://developer.valvesoftware.com/wiki/Dedicated_Servers_List
The most important part here is that czero is sharing the appid 90 with several other games so you need to extend the commandline with: +app_set_config "90 mod czero"
Also check the link for a possible workaround near the top of the site.
gui version:
https://support.steampowered.com/kb_article.php?ref=6470-EIFV-5481&l=english

Steamcmd have wrong manifest files, thats the reason it dont download right, you can download those manifest files, it works on linux, should work on mac too..

If you have the steam client, use the steam tools to bypass steamcmd manifest problems, that version still works..

:yay