"You won tickets to some crappy comedy club."
This wad is a gimmick based around the layout of a fictitious comedy club, with some truly awful advertising banners. You begin in the audience where two imps are on stage attempting to entertain you (hence the title, but also, the intentional if inexplicable reference to Double Impact). You have to get up on stage, out the door to the car park, then back in through an air vent into the bathroom. Then you proceed into the rather large reception area where you can show your ticket (red key) to get back into the audience or use the staff key (blue) to get backstage. Backstage you have to find a microphone (yellow key) then get back on stage and use it to open the exit.
The wad is a single map copied 9 times to fill a Doom episode. The author, TimeOfDeath, intends it more as a single map that you choose to play with a given weapon, in the same way that you choose to play any map on a given skill level. So for example if you wanted to play the map with a rocket launcher you would warp to E1M5 and the enemies you face are adjusted accordingly. What you're not meant to do is play the whole lot one after the other, with or without carrying resources forward - playing it many times in a row is too repetitive, despite the variation of using a different weapon each time (and facing the different monster layouts). I don't know which weapon to recommend playing it with. The pistol is probably easiest but it's boring doing an entire level with the pistol...
The final level is perhaps the strangest of all - instead of monsters the place is full of voodoo dolls and there's no shooting to be done except for finding some very-well-hidden switches. This results in a single trooper teleporting into the audience area. I'm not sure what you're supposed to do next. I think you're supposed to lure him around and onto the stage, then kill him so his corpse slides into one of the pits in front of the microphone, which triggers a lift, lowering a teleporter that allows you to enter the other pit. This is based on the observation that each pit has exit damage slime in it. However, I never managed to get the trooper to die where I wanted him. I tried cheating my way into the teleporter, but then I just died as if standing in normal slime, so I must be doing something wrong.
One final note, the two imps on stage are not real imps but more like statues and if you do enough damage to them they explode like Icons of Sin. It's another way to end the map if you want. But they do take an absolutely enormous amount of damage. Probably the best level to try this on is the berserk fist level, where you can trap a stage imp in a corner, position yourself, put something heavy on the fire button, and go away and make a cup of tea until you hear the explosions.