The Steam versions of the Doom games run inside DOSBox. This is retarded.
Navigate to C:\Program Files\Steam\steamapps\common (or your version thereof) and extract the creamy nougaty .WAD files from the game directories. Then place them in their own folder somewhere and watch the Youtube video below.
We have a lot of threads asking about running Doom on Windows XP/Windows Vista.
Windows XP has limited DOS support, so doom(2).exe may or may not work if you are using this operating system. Disabling sound effects and/or music may solve the problem.
Final Doom and Doom: Collectors edition come with "Doom 95" which was Id's official port of Doom to Windows. However, you may still have problems with this, as the port has bugs in places. This includes problems with the mouse and sound effects.
To play under Windows XP or Vista, we recommend a third party Doom Source port as the best option.
Please do not create new threads about this, as it is something which has been asked a thousand times already. New threads about this will be deleted.
EDIT BY LINGUICA:
Here are some step by step instructions for those who need them. NOTE THAT I AM DOING THE INSTRUCTIONS FOR DOOM 2 BUT IT WORKS FOR DOOM 1 OR FINAL DOOM AS WELL:
Install the game. The installer is pretty self explanatory. When you are done you should have the game installed in c:\doom2 or whatever.
Completely disregard doom2.exe and Doom95, they both suck and don't work right under newer Windowses.
Download a "source port" and unzip it into the directory the game is in. For instance if you want to get ZDoom, which is always a good first choice, go to the ZDoom website linked above and download one of the versions and then unzip the zip / cab into c:\doom2 or whatever. I think XP has unzipping built in but for whatever reason you can't unzip files, Google for "WinZip".
Once you've unzipped, say, ZDoom, in the c:\doom2 directory, double-click on "ZDoom" or "zdoom.exe" in order to launch ZDoom. Then screw around with the options and play Doom!
Additionally, in order to use custom WADs, unzip them into c:\doom2 as well and then either drag the wad file onto the ZDoom executable in order to launch it, or hit Windows key + R to open the run menu and type in "c:\doom2\zdoom.exe -file wadname.wad" to kick it old school.
Options for running Doom engine games on 2000/XP-computers without ports
1) Run the game with DOSbox. If the game feels sluggish, open the DOSbox config-file, set the "cycles"-setting to 7000 & reduce the screen size/detail in game.
2) Set up Bochs with Windows 9x or FreeDOS. Takes time & effort.
3) Set up your computer for a dual-boot using your current operating system and Windows 9x. Takes time & effort.
4) Get SoundFX 2000 (Win2000 only). Requires patching the execs. Greatly inferior to 3) but can save time if you need to quickly check something out without rebooting twice.