Before you can start installing your favourite dedicated server,
you must let SteamCMD do update itself.
You can do this, by running SteamCMD itself:

cd /opt/steamcmd
runuser -l steamcmd -c './steamcmd.sh' -s /bin/bash

On the first run, you will see, that SteamCMD starts updating itself.
After that, SteamCMD is ready to go
for installing your favourite dedicated server.

Please keep in mind: You should not run SteamCMD as root!

This package provides an init script and a conf file.
Don't modify those files directly,
but instead make a symlink of that init script
and a copy of that conf file.
You would do this for every server, you want to setup.

For example, you wan't to setup an old Counter-Strike 1.6 server,
you would do:

cd /etc/init.d
ln -s steamcmd steamcmd.cstrike

cd /etc/conf.d
cp steamcmd steamcmd.cstrike

After that, make your settings in /etc/conf.d/steamcmd.cstrike

In order to install with SteamCMD a dedicated server,
for example CS 1.6, please run:

cd /opt/steamcmd
./steamcmd.sh +login anonymous +force_install_dir /opt/steamcmd/hlds +app_set_config 90 mod cstrike +app_update 90 validate +quit

While you can use any path for '+force_install_dir', it's recommended to use:
'/opt/steamcmd/hlds' for older HL1 based mods.
'/opt/steamcmd/srcds' for newer HL2 based mods.

For more information, please visit the Valve Developer Community:
https://developer.valvesoftware.com/wiki/SteamCMD