Tried running under GZDoom 4.11.3.a, loading in with ZDL, and it crashed, so I updated.

Running on GZDoom 4.14.2, loading in with ZDL and direct drag-and-drop, works for getting into the main menu, but hitting New Game just takes me to vanilla Doom 2 starting map.

Did I miss something from the instructions or is this a bug?

I recommend downloading the latest version of UZDOOM to run the mod.

Regarding the supposed "starting map" bug, when you drag and drop your GZDOOM, it opens the .WAD file located in the sourceport folder. It has nothing to do with the mod.