Heyyo,
Oh, are you joining servers? if so, the servers might not have it set where you can get the maps off them, if so, go to
http://www.svencoop.com/ and download the maps from there.
If I'm mistaken and you're trying to host a ListenServer, make sure the map you want is in your maps folder. Just go into it (by default C:\Program Files\Steam\Steamapps\*your e-mail*\half life\sven\maps\ ) and check the map you want from there, it should be named stuff like "c1a1.bsd". If you don't see the maps there you can try downloading them off the net, or by tring to reinstall svencoop... usually it should copy the maps ok, so you probably just need to download them off the net.