So, here was I, downloading 17 files from gog only to realize I have no idea which files to run and which not. (Pillars of eternity).

Truth to be told, only good thing about it's game is the fact that this game is rpg and you got to roleplay heavily. Otherwise, I wouldn't even bother.

What to do:

* ditch all this and play IWD2
* try to run them all, except bin files
* use gog galaxy (which is total - ???? well, especially since last installation of POE (which happened today) went so badly installation crashed several times and I was stuck loading)

I have four dlc and I want them to make into the game I play. Not to mention all the patches for POE and I'm not certain if the installer is fully patched...

Take a screenshot of the files from gog download page and put in the post here as an attachment so people can see what you mean.

Pillars of Eternity is 3 download, 1 exe, 2 bin. Put these in one folder, then run the exe. Game is installed.
Extra content can be added to this install, by (and depends on what package you brought) (same process, all files mentioned in one folder, then run the exe):
The White March pt 1 = 1 exe, 1 bin.
The White March pt 2 = 1 exe, 1 bin
Pre-order bonus = 1 exe
Deafire pack = 1 exe
Doesn't particularly matter which order, but I would do White March first. I also have no Idea if you need to install each patch mentioned on the game page for each of White March, i.e. 1 exe for each 3.03, 3.04, 3.05. Perhaps try installing each on top of PoE + White March (relevant part), it will tell you if you don't need these.

Unfortunately this game is a total fuck up, multiple versions, pre-orders, dlc, patches not combined, and its not going to get any easier they have just moved onto the next thing. This is progress for you.

If the patches have a smaller or the same number as the main installer, then you don't need to install them, they are already included.
Edit: I don't have the game, so I can't give exact instructions.

there are 3 main files for poe, 1 one them is the installer. 2 files for 1st expansion, 1 one them is the installer. and 2 files for 2nd expansion, 1 one them is the installer. if that is too difficult for you and you won't get along with that system, you can always go back to steam