There are 2 ways to apply entities, select certain ones from the entity list when you press the icon and place them into map, or for various other entities simply click on the object you want to be an entity, and right click, then select tie to entity, and there will be a big list of entities to choose from, im going to list the essential ones:

info_player_start- your player start, needed in most maps for it to be recognised,

info_player_deathmatch - obviously for dm

func_door - why am I listing these!

func_water - why!

light_environment - only need 1, only uses one, overall lighting of map, if it has any sky

light - used for lighting up stuff :)

ambient_generic - used to put in such things as sounds

func_wall - can group objects together, such as complex shapes and make them less laggy

 

for a nice list of entity's and there uses check handy vandal site.