Tips on loading maps.
You can load any user map for single play easily
Instead of using Duke Setup, you can just use command line options.
You can get Windows to prompt you for parameters with a pop-up like this...
To get this to pop-up, find your Duke3d shortcut or the Duke3d.exe file if you have no shortcut.
Right-click it and select Properties, and then click the Program tab.
In the Cmd line box add a space then question mark to the end of the line.
So it looks like this...
Click Apply then OK.
Now when you start Duke you can type in the prompt box...
-map mapname to start a user map with Monsters,
/map mapname to start a user map, no monsters,
For Duke Atomic version, you need to add the /m switch to turn monsters off.
Example: /map mapname /m
You do not need to type the .map extension. But you must spell the map name correctly, or Duke will quit with the message "Map Not Found". You can always copy the map name and paste it into the box.
Of course you can add any option you want, such as /q4 for four fake multiplayers ( and /a for Atomic AI).
If you need to see any error messages, uncheck the Close on exit box to keep the DOS window open. Then you can type in /? and see a list of all the options.
Hey, look, you can also change the Icon!
Here's a couple 
Duke icons you can use. Just extract them to your Duke3d folder, click Change Icon, and pick an Icon.
Tip: When Windows creates the pif file, it looks for an icon of the same name. For example when you run duke3d.exe (or change it's Properties) for the first time, Windows creates a duke3d.pif and looks for duke3d.ico. If an icon of the same name is not found Windows uses the MSDOS icon.