Let's see...
I've never run a cs server on linux, only q1-3 but I guess the concept is quite the same. "W_LoadWadFile: couldn't load gfx.wad" suggests that you don't have the game's pak/wad files accessible to the server. I hope you know what I mean, the files containing all the data like maps, textures etc. They are not supplied with the server files, only with the client program.
You can copy (or better link as this saves disk space) them into the appropriate directory if you have a working installation of cs (with which you can connect to other servers). Doesn't matter if it's the win- or linux-version.
Though I'm wondering why your server is looking for a gfx.wad as this suggests some kind of graphics but as you may know a dedicated server runs on the console only and thus doesn't need any graphics. Have you issued the proper parameter to the program to run it as a dedicated server (something like -dedicated)?
I suggest you read through either of these pages, you will get great instructions there on how to set up a working cs server:
Site 1
Site 2
Good luck!
