Then, you should create your sprites with Adobe Photoshop...
Just wanted to share my experience here, I went out and bought photoshop for $200 then later on tried GIMP (free), I eventually decided that I liked GIMP better, I strongly recommend everybody try to at least use GIMP before dropping $1000+ on Photoshop, especially if you're not experienced in sprite making.
Also making sprites is really hard, and unless you're extremely interested in doing art you should probably start out by making maps instead....
Drag your sprites into there.
This isn't enough, you can't just drag in any image, you have to make sure it's in a format zdoom can use
http://zdoom.org/wiki/Image_format NOTE: Use the same names for the textures as in Chex Quest, otherwise the maps and stuff won't look like they should. For example, the status bar is named STBAR. The standard door is called WALL54_1. Then, save your WAD file. My next WAD Editing tutorial will be on Mapping.
For example, the status bar is named STBAR.
STBAR is not a texture, it's a graphic.
Use the same names for the textures as in Chex Quest
In the case of GRAPHICS (which are not the same as textures or sprites) it's definitely a good idea to replace the graphic with a graphic of the same name in your pwad, but for sprites and textures it's a very bad idea. It will work but it could cause existing textures to screw up and you're needlessly replacing IWAD textures, patches, and sprites that you may want to use.
Use Texture1/Texture2/TEXTURES to add new textures to your wads, and give all of your patches unique names. There is no need to replace existing textures in the IWADs, even Vanilla doom supported adding new textures and patches using Texture1 and PNAMES.
http://zdoom.org/wiki/TEXTUREShttp://zdoom.org/wiki/TEXTURExThe standard door is called WALL54_1.
Note that this is the PATCH name, not the Texture name, textures are made up of patches, the TEXTURE named BIGDOOR1 is made up of a single patch, WALL54_1.