So I am playing Jagged Alliance 1, and cannot finish the first map.
I have defated all the enemys and looted all the buildings, but
the map does not end. What am I mising?

Been ages since I played the first game. Is there combat music going on?
If you're sure there's no one left, maybe you can simply quicktravel to the next map?
Check if there's a manual among the game's extra downloads?