I know the feel of taking hours to download TF2 "that is mostly the source engine, 7GB alone".
The file will auto-download Steam CMD, update it and install all chosen games (up to 4). If you get the 'No subscription' error, the game/server you are trying to download either requires a login or that you have purchased the game.
You will therefore have to log in with a Steam username and password – if that doesn't help, you may need to purchase a copy of the game on Steam first. The port list is found here: https://support.steampowered.com/kb_article.php?
This article will discuss a few of most common problems with Steam.
Please keep in mind that Steam is a product of Valve Corporation.
Facepunch Studios is not obligated to provide support for Steam or other Valve products and services.