This is a installation Instructions:
https://forum.paradoxplaza.com/forum/index.php?threads/kaiserreich.529944/

1) Make sure your copy of Darkest Hour is patched to version 1.04RC1
2) Download the mod and the hotfix from any of the above links
3) Extract the .rar mod file to Darkest Hour\Mods - do NOT overwrite a copy of DH Full
4) Extract the .rar hotfix file to Darkest Hour\Mods (Make sure the files are replacing the old ones)
5) By using the Darkest Hour launcher, select Kaiserreich in the bottom right drop down menu
6) Enjoy!

My question is, For GOG version, do I need step 1 or just jump to step 2 ?

Thanks in advance

GOG has versione 1.4, not 1.4RC1.
That means that you need to install the hotfix too, so you can jump step 1.

Thank you :)