Type connect IP and click Submit, replacing IP with the IP you copied, e.g. In all instances, at the main menu, use the ` (tilde) key to open the console. On the first instance, use the server browser to find a server ( Find a server without Valve Anti Cheat, just in case).
(If you are using a controller, make sure to also enable Hook XInput in Universal Split Screen). Set Joystick to enabled if you are using a controller. In Universal Split Screen, alt-tab into Half Life so the window is selected, then click ‘Unlock Source engine for a new instance’
Open the Half Life directory by right-clicking Half Life in Steam -> Properties -> Local files -> Browse game files… Half Life supports keyboards, mice and controllers so you can use any combination.