The slightly complicatedness mess that is Steam.
Click this link to download Source SDK 2006:
steam://rungameid/215
If it asks whether you want to launch the external program Steam (or words to that effect), click 'Yes', or 'Launch Application'.
You must have Steam installed (if it's not running, it will start up automatically), and if SSDK 2006 is already downloaded, it will run Half-Life 2: Lost Coast, but only the stress test (good for checking your settings) can be used.