SidneyGumbe: Do the WAD-files have to be in the GZDoom folder if I want to play the games through the sourceport?
Last I remember both ZDoom and GZDoom autosearch for files. You don't need your IWADs (Doom, Doom 2, Heretic, Chex Quest 3, etc.) in the same folder or anything.
If I'm wrong and you really need to keep your WAD in the same place, you can always use any launcher to solve this problem for you. Or just copypaste, since the WADs are pretty small.
EDIT: OSX users need to have the IWADs in the application support folder.