How to add texts?

Just got one small question - how do I add texts and other transparent stuff to my map? Do I have to create a single texture per text + create a new .WAD?

For example: http://www.abload.de/img/unbenannt-2budf.png

Wasn't able to find something using Google, only got something for the HUD game_text but that's not what I'm looking for :P

Do not judge as I am mapping for only 3 hours now :D!