All scenario demos are in Wolfenstein Document format, not in WolfEdit format. Therefore, they can not be installed into your version of Wolfenstein. If you have Wolfenstein 3d™ 1st Encounter or Wolfenstein 3d™ 2nd Encounter, install the WolfFKEY (follow instructions in the WolfFKEY folder).
If you have Wolfenstein 3d™ 3rd Encounter or Wolfenstein 3d™ (Commercial version), put the scenario demos in your "Levels" folder and then load them. Double-clicking on a scenario demo will cause an error!
Watch for "Out of Memory" errors! They can occur for several reasons, but the most common is trying to play a scenario not compatible with your version of Wolfenstein.