Doom wads can be freely downloaded from any of the following websites:

http://www.doomwadstation.com/main/tc.html
http://www.doomworld.com/idgames/index.php?dir=levels/doom/
http://www.doomworld.com/idgames/index.php?dir=levels/doom2/

Downloaded .wad files should be placed in either the PWADs/Doom
folder or PWADs/DoomII folder. You will have to test the wad to
see which folder/launcher the wad should be used with. Note that
not all wads will be compatible and dehacked wads or wads meant
for other Doom engines (e.g. Boom, etc.) will probably not work.