well, let's start from the beginning:
To create a texture:
- size is a power of 2 (8,16,32,64,enz..)
- it has to be 16 bit or 32 bit (i thought, i don't know if this is true)
To add a texture to WED:
- create a WAD (or add a downloaded one)
- add the wad: texture-->texture manager-->add wad
- add the texture:
- right click on the wad
- click add texture
After that, apply your texture and build the level. Then run it and try if it works. Maybe your videocard is the problem. Watch out for the conditions for a texture in size and bit.