Set up GZdoom by extracting the zip file and dragging your DOOM.wad or DOOM2.wad in the folder you just unzipped.
You can obtain your DOOM.wad/DOOM2.wad file by browsing the local files of DOOM / DOOM 2
When GZdoom is all setup, simply drag and drop the .WAD/.PK3 file of the mod you want to use onto GZdoom.exe for the mod to be run
VVV For a more in-depth explanation VVV
If you get this verison you will get all of the classic Doom games.
Doom 1, Doom 2, and the expansions.
You should also wait for a sale to get these games because they go for dirt cheap on sale.