1) The HLDSUpdateTool game name for HL2DM is "hl2mp"
2) Mine came without a mapcycle.txt file (maplist.txt isn't the same thing). I had to create one.
3) To set maxplayers to more than 14, open the valve.rc file in the hl2mp folder and comment out the maxplayers line.
4) (this one is rather obvious, I guess) server.cfg goes in hl2mp\cfg. It isn't there by default, so you need to create it.