You need to edit the Zandronum configuration file:
Press [Alt]+[F2](+[Fn] key on Apple keyboards). That will brings you a tab
called Run Application, into which you need to type:
gedit .zandronum/zandronum.ini
Now, you need to insert the following two lines into their corresponding
areas (they need to be on the top level). The application will then expect,
that all the required data files (both .pk3 and .wad) are located within
~/Software/doom folder (if you want to put them elsewhere, just change the
path).
[IWADSearch.Directories]
Path=~/Software/doom
[Doom.Autoload]
Path=/home/user/Software/doom/brutalv018a.pk3
After that, just run Zandronum from the Main Menu (Trisquel logo), and
everything should be fine.