Super Mario Doom is for GZDoom and uses features that PrBoom (and by extension, WiiDoom) does not have. I've also updated the page to inform users what is likely to work and what won't.
PWADs can be loaded in the order you choose when launching the program. the start screen allows the player to choose one IWAD (required) and one PWAD. The name of the WAD in the PWAD folder cannot be longer than 4 characters.
The PWAD [http://www.wiilovemario.com/Super+Mario+Doom+.WAD+available+for+download! Super Mario Doom], for instance, is known to work.