You just need the .wad files to play the different versions of Doom. (The ones that use the Doom 1/2 engines). If you don't like Doom95, then download Doom Legacy. It's a free, open source project forked from the original Doom 2 source code (which ID has released and you can download from them). If you want to play any of the episodes, you just need the right .wad file. Load it up and play.
I should mention though, only the source for the Doom 2 executable was released to the public. The .wad files are a different matter and you could be sued by ID for distributing them. Hence why you won't find any .wad files packaged with Doom Legacy, or any of the other similar projects out there. (At least no .wad files containing content created by ID).
The idea seems to be that you can take the .wad files from a full version of the games (that you legally own) and play them all from the same (upgraded) engine. It works great under any version of Windows I've ever tried to run it under. Plus it has some nifty features that can be real fun to play around with.