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Your purchased Doom copy of course ; ) (just search for it, come on, the top results give it to you - just like the search results for "how to run myhouse.wad")

I just purchased I and II from GOG, they're EXEs; i'm on a macos machine :'(

IIRC they can be extracted using innoextract: https://github.com/dscharrer/innoextract

Needs to be used with the offline installer files from GOG

GOG's installers are made with InnoSetup, you can use a tool like InnoExtract to get the files out of them (source at https://constexpr.org/innoextract/ or in MacPorts/Homebrew).

You can uh

find them on the internet.

I wont tell you that the record 2020_03_22_DOOM on archive.org has it. I can't confirm.

Or just use freedoom2.wad from the FreeDOOM project and rename it as doom2.wad

There's an encrypted copy on the Quake CD.

magnet:?xt=urn:btih:7b97c87435e91b6b38eee8fcc601c6588d44e89e

my gzdoom download had one included iirc.