If you are new to the whole running doom and running PWADS, here are some instructions on how to do it.
Step 1 --- Download GZdoom, it is in my download section.
Step 2 --- Unzip it to its own folder.
(If you have Doom 2, skip to step 6, If not proceed to step 3.)
Step 3 --- Go to the FreeDoom website, under their download section download the complete IWAD
Step 4 --- Unzip it and take the Wad file out of the folder that is in the zip.
Step 5 --- Make sure the wad is named Doom2.wad (.wad is it's extension)
Step 6 --- Place the Doom2.wad in the same folder as GZdoom
Step 7 --- Download Mario doom
Step 8 --- Unzip it into the folder as GZdoom.
Should look a little like this all together

Step 9 --- Drag and drop mario doom to GZdoom to run.
as shown below

Step 10 --- When you are at the main menu, set your self up a Jump button, a crouch button, and turn mouse freelook on.
Step 11 --- enjoy.