First only DOS games with .WAD engine will work in gzdoom.

To run program for playing DOS Games on modern Operating Systems.

Open gzdoom DOS Games Player folder and click on gzdoom.exe

Create short cut for desk top.

Right click on gzdoom.exe and go to Create shortcut.
Shortcut will create inside gzdoom DOS Games Player folder.
Copy, drag and drop, shortcut to desktop or selected location for easyer
game start.