First of all, you can't have a WAD within a WAD. You've got the WAD "TEST" and inside it you have the WAD "AutoShotgunGuy". That won't work. However, what you want to do is open both WADs (the map and the monster) in Slade (Yeah, Slade supports having multiple archives opened in the same instance), click on the monster WAD tab, select all the lumps there (DECORATE, SNDINFO, etc..) and copy them, click on the map WAD tab and paste the stuff you just copied. After doing that, things should look somethiing like in the linked image:http://i.imgur.com/6Rq7D.png
(Image is too big to be displayed directly here)
Second of all, in order to see the monster (or any thing for that matter like weapons, ammo, etc..) in Doom Builder and use it in game when placed in the map, the monster needs a unique DoomEd number
associated with it.