Hey man, nice work so far!
I tried out the demo and here are a few things:
Game failed to launch at first, gave no error, never started a process in task manager, just silently did nothing. I've run into this issue before and the cause is that I do not have msvcp71.dll and msvcr71.dll in whatever system folder they used to be installed to (most people won't these days outside of dbpro users) The quick and easy fix is to include these in the same folder as your executable. The application will look first to the system folder then to the local folder for these. After dropping in a copy of these, the game launched normally.
Next, the mouse works with the menu options on the main screen: one player, two player, controls etc. but does not work for the menu options on the options screen. For user experience, it should work the same on the options menu as it does on the main menu.
No performance issues or crashes
Overall it has a nice retro Doom feel to it, looking forward to seeing it progress.