I haven't actually tried making my own BSP in WorldCraft yet, but I have successfully loaded some Counter-Strike maps which I think were made in WorldCraft. In order to load the textures in the map the best thing to do is put the WADs in the same folder as the BSP file. then you would load the map and all WADs seperated by spaces:
Load BSP "halflife.wad, prodigy.wad", "de_prodigy.bsp"
The beauty of it is that loading a BSP, though sounding complex, is pretty much completely handeled by DBP. All you have to do is write the above line.
Some Notes:
-BSPs load kind of small so you'll want your camera moving
at about 0.2 increments
-Damageable or scripted objects (such as doors) do not
load
-Currently, BSP lightmaps don't seem to get loaded
If anyone knows how to get the light maps in or if it just wasn't included in this realese, please respond to this thread.