If there is ever a .wad you need, for a map: you have to know what map your downloading, steam doesn't download .wads unless you do something specific. And that's server side. So it's not in your control. So if it's a map, go to
www.esf-world.com and find the map, download it and put in the necissary .wads in your ESF directory
As for default wads: reinstall :yes: