Start the game and the demo, by entering the command:
DUKE3D /X BLAZE.CON
How do i enter the command?
Note:
I am trying to follow this readme.txt
------------------------------------------------------------------------
IMPORTANT!!!!
THE VIDEO WALKTHROUGHS ON THIS CD CAN BE VIEWED ONLY WITH THE REGISTERED
COPY OF THE GAME!
IF YOU ARE USING THE SHAREWARE VERSION OF DUKE NUKEM FROM THIS CD OR FROM
AN ONLINE SOURCE, **DO NOT** USE THE PROCEDURES DESCRIBED IN THIS FILE OR
IN THE BOOK!
-------------------------------------------------------------------------
Viewing Walkthrough Demos for Each Level
* Check the SYBEX forum in CompuServe (GO SYBEX) or the Sybex Web site
(www.Sybex.com) for updated walkthrough demos for the shareware
levels.
* Before you can view any of the walkthroughs included in the CD-ROM,
you must first copy BLAZE.CON into your Duke Nukem 3D directory.
After doing this once, you will not have to do it ever again. Start
your computer in DOS mode. (If you are in Windows, press Alt+F4 and
select Restart the computer in MS-DOS. Insert the CD-ROM (included in
this book) into your CD-ROM drive and access the BLAZE directory.
Then simply copy BLAZE.CON to the hard drive directory where you
installed the game. (The default directory is DUKE3D.)
Copying the Desired Walkthrough Demo
* If the CD-ROM included with this book is not already loaded, insert it
into your CD-ROM drive and access the Blaze folder. (Remember to start
your computer in MS-DOS.)
1. Access the BLAZE directory/folder.
2. Copy the .DMO file for the walkthrough you wish to view into
your hard drive's Duke Nukem3D directory. The walkthrough files are
labeled E1-L1.DMO (Episode1-Level1), E1-L2.DMO, and so on.
(At the command line in your hard drive's Duke Nukem 3D directory,
copy the walkthrough file so it writes over DEMO1.DMO. For example,
enter:
COPY D:\E2-L3.DMO DEMO1.DEMO
Note that D:\ is the usual drive letter of a CD ROM. If your CD ROM
drive uses another drive letter, subtitute that drive letter for D in
the above command. The program will prompt you whether you should write over the
existing DEMO1.DMO file. Press Y.)
3. Start the game and the demo, by entering the command:
DUKE3D /X BLAZE.CON
The game will start as always and you will see the walkthrough you chose.
(Because the main menu is automaticaly displayed over the demo, press the
Esc key so you can view the demo at full screen size.)

What do you mean? The installer should have made a handy desktop shortcut for you to start the game with.

Basically how to play a .DMO file.

The game will start as always and you will see the walkthrough you chose.
(Because the main menu is automaticaly displayed over the demo, press the
Esc key so you can view the demo at full screen size.)

Ah, well you need to start the game with that command. This is a little tricky with the GOG version, since it runs through DOSBox. Basically, you need to open DOSBox manually, and then start the game with that command.
Another option could be to remove the "exit" from the end of the target in the desktop shortcut. I think that should prevent DOSBox from shutting down after you exit the game. Then you can type in the command there, thus restarting the game and playing the demo.

I also removed it from dosboxDuke3D CONF file that did the trick.

I take it you did not use a PC back in the good old DOS days? The walkthrough seems pretty straightforward to me. Everything is more easily done in Windows though, except for the command itself, which has to be typed in DOSBox.

Yeah almost 100% correct.
I got it almost working but now i get this error:
Error initializing sound.
Any way around this ?
I use duke3d.exe /dDEMO1.DMO
It almost load the file but before it stats i get that above mentioned error.

leave the dosboxduke3d.conf, and browse it, there should be at the end the commands which are executed when dosbox is launched, and there's duke3d.exe. Just put replace it by DUKE3D /X BLAZE.CON :)

I'm not sure but I don't think there should be a space between /x and the con name.

Yeah i forgot that to do so.
Now i am stuck on getting they .dmo file to work.

The demo files should work automatically when they're placed in the same directory, provided if the demos were recorded with the same version of the game (iirc you can't watch 1.3D demos with the GOG 1.5 version).

It clearly says whit space it does work it lunched the game but i see no difference is not suppose to load the .DMO file ?
If i remove they space it loads it as a .con file.
For they clarification i am trying to get these .dmo file to work whit this duke3d version.
They come off The Official Duke Nukem 3D Strategies & Secrets Companion CD.
Is there any way to get these working ? Do i need to download that version of the game ?
Already on that after that i just will combine the gog dosbox files whit this verion of the game.
You most love how gog make it work whit out any real setup.

You just need to rename the DMO files as DEMO1.DMO, DEMO2.DMO and so forth, the game will play them automatically if they're the correct version, if not, there's nothing you can do.

Yeah, the code is different in 1.5, so the levels act a bit differently; the demo files only record the player's movement, so if one enemy acts a bit different and blocks your way in the new version, the demo still thinks it went through the enemy...