Are you trying to make a WAD using Chex Quest graphics? Then you should use The Ultimate Doom or Freedoom as the IWAD, with The Ultimate Chex Quest loaded as a PWAD before your WAD. So, the command to run it would look something like:
"gzdoom -iwad freedoom1.wad -file TUCQR6.WAD -file namofyour.WAD", replacing freedoom1 with doomu or doom if you're using Doom's or Ultimate Doom's IWAD, and nameofyour.WAD with the actual name of your WAD, of course. What exactly are you making with your WAD?