A WAD (pronounced WAHD ) is a file that comes with Doom and possibly other Id Software games, containing information about game levels, game objects, creatures, graphic images, and sound. Typically, these are files in the megabyte range.
Many game editors allow users to create additional WAD files with their own game levels, backgrounds, creatures, and weapons. The new WAD file is loaded with the game's original WAD file and can be selected from the game's menu.
The WAD file is unique to Id Software products, but there are comparable files for other games, such as PIG and HOG files for LucasArts' Dark Forces game, MAP for Duke Nukem 3D, and PAK for Quake.
WAD is not an acronym or abbreviation. It's just "WAD."