If you play one WAD per time, following solution will do:

0. Make absolutely sure that your WAD is vanilla game compatible! Do not even try to run any of the advanced mods!
1. Place your WAD into the same directory, where doom.exe/doom2.exe resides.
2. Find your conf file dosbox_doom_single.conf or dosbox_doom2_single.conf. Should be in the same directory.
3. Fix game launch command, replace
doom.exe
with
doom.exe -file yourwad.wad
OR
doom2.exe
with
doom2.exe -file yourwad.wad
4. Run game as usual. Custom WAD will be loaded automatically.

Just remember that saved games are not compatible among WADs. That includes vanilla game as well.


If you want to switch between different WADs and want some sort of a comfortable launcher, then use doomit utility.
It comes with Master levels for DOOM2. And it requires some configuration itself. Master levels are a good example of working config. Do your own for your set of WADs.