This video not only show how to connect to a Doomsday PWAD server but also show how to apply hi-res models and textures to be played on a specific PWAD server. I hope this helps for some people. Enjoy the video.
Risen3DPack can be downloaded here:
Hi-Res Pack I have used in this video can be downloaded here (change the extension .zip to .pk3 in order to work):
TNT: Revilution can be downloaded here:
Press "Shift+Esc" to bring console up.
Type "connect xx.xx.xx.xx:xxxx" where 'x' is the number of the IP (and Port) -- see video
In some cases if you decided to use the hi-res models and the player's weapon is shown to be too low,
type "rend-hud-fov-shift 0" under console since the default is "45".