When I use the Configuration icon and choose the "Configure controls button" in the program, it starts the game. I find playing without WASD extremely annoying, how do I set my controls up properly?

If you want WASD like controls then you probably want things like mouse look and low/no auto aim too. Use a source port to run the game. It will control a lot more like a modern shooter that way. I use GZDoom, but you can use ZDoom, Zandronum, PRBoom, and many others.

Alternatively, if you're not going to use mods, you can always resort to DOSBox's built-in mapper (Ctrl+F1). It may not be that easy to use, at first, but it yields results and you get to play your DOS games unmodded, the way they were designed to be played.

+1 for GZDoom