DOOM uses a special type of file, the WAD file, to store all of the data it requires to operate. There are two types of WAD file, IWADs and PWADs. When you make a level with Hellmaker, you'll be creating a PWAD file.
The DOOM IWAD:
IWADs contain all of the data required to run DOOM. This includes all of the levels, graphics and sounds [UDS:3]. The main IWAD file is called DOOM2.WAD for DOOM II, and DOOM.WAD for Ultimate DOOM.
 
PWAD Files:
PWADs (Patch WADs) can be loaded by DOOM after the main IWAD file. Any information contained in a PWAD overrides information in the main IWAD; for example, if the PWAD contains data for the level MAP01, this data is used instead of the data in the main IWAD.
Multiple PWADs may be loaded. In the case of the same type of data being present in more than one of the PWADs, the data contain in the file that is loaded last will be used.
On the Macintosh, PWADs must be named so that their names end in an uppercase ".WAD" (e.g. "MYLEVEL.WAD", "QWERTY.WAD"). The names "DOOM.WAD" and "DOOM2.WAD" should not be used.