How to play or start wads
From Doom Wiki
[edit] How to play or start WADS
In order to play the Mods or Megawads, you need to have the full versions of DOOM 2.WAD or DOOM.WAD. You need to have zdoom, zdaemon, or other sourceports. Download the Wad you choose. When complete, open the folder with the WAD inside. You will see a WAD file. Click and drag it into Zdoom and play Doom 2, The Ultimate Doom, or Final Doom.
