A PK3 has a different internal file structure from a WAD. Open SLADE and create a new zip archive. Save it and change the file extension to .pk3. Then move the files from the WAD file over to the PK3. Unlike WADs, PK3s don't store everything in one directory, rather they use folders. So instead of using an S_START marker to delineate where the sprites are, you would put them in the Sprites folder. Sounds go in the Sounds folder, maps in the Maps folder, and so on.