If you're using the streaming client there are no individual files, only the large asset cache files. If you're using the full-download client, much of the music will be in MP3 files under the "music" folder in the game installation directory. The rest of the music is inside the .vpk files in the "paks" folder and needs a special tool to extract (and often aren't in a standard audio format but in a special format for use by the game to feed the sound hardware).
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