I read the manual that you can play a DukeMatch with computer controlled opponents.
It says I should type something like DUKE3D.exe /A /bla bla bla
but where?

Don't forget, the manual is written for the original package, which was run from DOS. The command given there would be the DOS command you enter.
GOG's version id bundled with DOSBox (as modern machines have no native DOS). What you'd likely need to do is create a new shortcut to the DOSBox executable provided with the game to get the DOSBox DOS prompt to open, then enter the command in there.
I can't confirm this 100% as I've not got the GOG version of the game yet and I haven't played Duke Nukem in a long time. Last time I played it was on a Win98 machine which had a native DOS anyway.

Oh, thank you. Sad that they did not make a shortcut for that in first place :(

This also works with EDuke32 if making shortcuts with/for DOSBox seems a bit tedious.

Read the DosBox documentation carefully (readme.txt). If you can edit the conf file, you can do the same things that you'd do with MS-Dos.
For example : copy the conf file provided by Gog, and rename it duke_bot.conf.
All you have to do then is open duke_bot.conf with blocnote or wordpad, jump at the end of the file and modify the launching sequence. Something like that :
[autoexec]
# Lines in this section will be run at startup.
mount a d:\jeux\duke3D
a:\
duke3D /a /b /c etc...
And finally, create a shotcut so dosbox uses this conf file instead of the original one
D:\Jeux\Duke3d\dosbox.exe -conf duke_bot.conf
Once you understand how it works, it gets easier to custumize.
Finally, I should warn you, Duke bots are very basic. They see you, they shoot to kill. They're fast, they don't miss you, they move randomly on the maps and they can't be hit by rockets (too fast).
It's fun at first, good training for reflexes, but get's boring quite rapidly.