You need Wintex, XWE and Zennode to start with. The idea with creating wads for GP32 is that everything must be self contained in the wad. So if you have multiple wads then they need to be joined together in Wintex (or XWE).
To create an "all in one" you need to add the PWAD that you make by coupling together all wads of the TC into the IWAD (Or main Doom file). It sounds complicated, but in practice is very easy. There are guides already on the 'net for using Wintex and I think XWE, these are defintely the best Doom editors in my view.
You can alter the graphics, music etc by scrolling through the list that is presented to you when opening a wad in an editor and editing the entries you need to. Midi Music has to be converted using "Midi2Mus" to create MUS (Doom specific) music.
I know this is not the whole answer, but half the fun of editing a WAD is going through it seeing what works, what doesnt.
I hope this helps.