Complex doom is a mod for the game "doom". It replaces the enemies, weapons, items, etc. with newer versions. The enemies are stronger, the weapons need reloading and so on. It also adds special effects to make it look prettier. Zdoom (or one of it's forks like gzdoom or zandronum.) is required in order to play since complex doom uses DECORATE.
just drag and drop the pk3 into gzdoom.exe or zandronum.