Credits for "Juancho's MRL" (User who made & submit these videos).
- First Video, Spriting: Youtube.com.
- Second Video, Coding: Youtube.com.
First Video:
Juancho's MRL show us how to make sprites in a easily way. He use Photoshop (but you can you use other program as GIMP 2, etc.)
Second Video:
Juancho's MRL starts uploading his sprites to Slade 3 and show us how to coding the sprites in it. Obviously you will need the program mentioned "Slade 3".
Additional:
If the second video isn't enough for you, try to find answers to all your questions on the zdoom wiki. Zdoom.org