You can move files around on the console using Dingux Commander. The OPK files go in the app folder either on the SD card or on the internal storage (media/sdcard/apps), doesn't matter which as OpenDingux will see them either way and the icon will appear in the Games section. The WAD (Doom) and WL6/SOD files (Wolfenstein 3D) are commercial game data which contain all the assets which are not free, you need to get them from your original disk, Steam, GoG version etc.

The OPK files are the ported game code and are free to distribute, these are the files that the Pocketgo2 recognises as games/apps.