To use Doomsday Engine, you need the original files for the game you want to play, specifically the files with the WAD extension.
These games are not currently supported on the Windows OS, which makes this tool essential for playing them, with the added bonus that it provides some extra features. It was later used for the Doom sequels and even by other studios like Raven Software for Heretic and Hexen. The Doomsday Engine is a port of the one created by id Software for the video game Doom.