What are computer wads

As far as I know, PC games from the Nineties, such as DOOM or Wolfenstein ran on WAD files. If you get a source engine such as ZDoom it will ask for a WAD. Now finding a WAD for, say, the Ultimate DOOM (Full version) is remarkably easy as DOOM is so old. You insert the WAD file into the source engine and bingo! But on the safe side, you should own a material copy of the game (DOOM 1 or DOOM 2 or wolfenstein or whatever you want) on any console just to prove you actually own the game. Its not nessacery, but safe.