Hi , I've downloaded some wad file from the doomworld.com , but i cannot open them by ChocolateDoom or PrBoom.

Which engine allows me to play all released doom wads ?

To my knowledge, there is no source port than can play every single type of wad.

However, http://www.osnanet.de/c.oelckers/gzdoom/about.html can run most of them.

Different engines/ source ports have specific features though, that may not work on other ports.