OK, here's the lxdoom man page; I assume none of the necessary bits are disabled in our port...

An IWAD is a self-sufficient game; the original WADs, any mods made by altering them, or some TCs. A PWAD is a supplementary file that contains only some data, often just maps, while relying on a (specific) IWAD for the rest (e.g. textures, sounds, weapons). Because these are separately loadable, it's better to put anything but a TC in a PWAD, than to incorporate the changes in the IWAD. Not everything is done that way, though.

Since your WADs won't load as an IWAD, I assume they're PWADs.
Note on the lxdoom manpage, you can use the -file option to load PWADs. So you'll have to do something like:
Actually, you probably need more options; see what options it is running with currently, and add the to it.

Copy the .desktop file, modify appropriately, including adding the -file bit, and you should have it working from the launcher... I hope.