For some reason some .vpk maps don't install correctly when you double-click them.  In that case you need to copy them to 
(32bit) 
drive:\Program Files\Steam\steamapps\common\left 4 dead 2\left4dead2\addons
(64bit)
drive:\Program Files (x86)\Steam\steamapps\common\left 4 dead 2\left4dead2\addons