The file will auto-download Steam CMD, update it and install all chosen games (up to 4). If you get the 'No subscription' error, the game/server you are trying to download either requires a login or that you have purchased the game.
You will therefore have to log in with a Steam username and password – if that doesn't help, you may need to purchase a copy of the game on Steam first. The port list is found here: https://support.steampowered.com/kb_article.php?
ref=8571-GLVN-8711&l=english On Windows servers, you may experience "Steam Updater: Error: Download failed: http error 0" and "Steam Updater: Error: Steam needs to be online to update.
Please confirm your network connection and try again.".
When trying to download a HL1 mod like TFC, initially it only downloads the engine files of the HLDS, but not the mod.