Is there a way to skip chapters in Half Life?

I bought Half Life on Steam a while ago, but eventually lost my save files.

Now that I have installed Steam on a new computer, I would like to resume from where I left off.

Is it possible to skip chapters?

Are there some other things I should do (e.g. giving myself ammo because I'd have none)? How?

This is possible on the PC version by making use of the console which you can open by pressing ~. You can then jump to any level with the map x console command, where x is the code for the level you wish to jump to. The list of levels (most levels are split to several sections) and console commands to access can be found on GameFAQs:

Black Mesa Inbound      c0a0, c0a0a, c0a0b, c0a0c, c0a0d, c0a0e
Anomalous Materials     c1a0, c1a0a, c1a0b, c1a0c, c1a0d, c1a0e
Unforeseen Consequences c1a1, c1a1a, c1a1b, c1a1c, c1a1d
Office Complex          c1a2, c1a2a, c1a2b, c1a2c, c1a2d
"We've Got Hostiles"    c1a3, c1a3a, c1a3b, c1a3c, c1a3d
Blast Pit               c1a4, c1a4b, c1a4d, c1a4f, c1a4g, c1a4i, c1a4j, c1a4k
Power Up                c2a1, c2a1a, c2a1b
On a Rail               c2a2, c2a2a, c2a2b1, c2a2b2, c2a2c, c2a2d, c2a2e, c2a2f, c2a2g, c2a2h
Apprehension            c2a3, c2a3a, c2a3b, c2a3c, c2a3d, c2a3e
Residue Processing      c2a4, c2a4a, c2a4b, c2a4c
Questionable Ethics     c2a4d, c2a4e, c2a4f, c2a4g
Surface Tension         c2a5, c2a5a, c2a5b, c2a5c, c2a5d, c2a5e, c2a5f, c2a5g, c2a5w, c2a5x 
"Forget About Freeman!" c3a1, c3a1a, c3a1b
Lambda Core             c3a2e, c3a2, c3a2a, c3a2b, c3a2c, c3a2d, c3a2f
Interloper              c4a1, c4a1a, c4a1b, c4a1c, c4a1d, c4a1e, c4a1f
Gonarch's Lair          c4a2, c4a2a, c4a2b
Nihilanth               c4a3
Conclusion              c5a1

You can give yourself weapons and ammo with the following console commands:

give ammo_ARgrenades
give ammo_9mmclip
give ammo_357
give ammo_9mmbox      
give ammo_crossbow  
give ammo_Egonclip    
give ammo_Gaussclip   
give ammo_9mmAR   
give ammo_RPGclip
give ammo_mp5grenades
give ammo_buckshot      
give weapon_python  
give weapon_handgrenade
give weapon_tripmine    
give weapon_snark 
give weapon_357 
give weapon_crossbow    
give weapon_crowbar   
give weapon_9mmhandgun
give weapon_gauss   
give weapon_hornetgun
give weapon_mp5
give weapon_rpg 
give weapon_shotgun   
give item_healthkit (health)        
give item_suit (HEV suit)
impulse 101 Instant (all weapons, full ammo and armor)

Most commands are self-explanatory, comments are inside parentheses (()).