I got this straight from Bioware's website.

"The Diamond Edition is now available on store shelves and includes the award-winning Neverwinter Nights, Shadows of Undrentide, Hordes of the Underdark, and the Neverwinter Nights Kingmaker expansion, which includes Kingmaker, ShadowGuard, and Witch's Wake Remastered."

Can anyone confirm that Diamond Edition being sold here in GOG has the last 3 expansions, being bundled also with Premium modules reinstaller (kingmaker, which is already a bundle of the 3 said ones) ?

Oh, what I mean is, can we play the 3 modules that come with the premium modules file available here in GOG, or we do need to request a serial from GOG for that....or not even possible without having bought those 3 modules before from Bioware (and all other premium modules as well) ?

The Kingmaker modules are included. From the game card on GOG:

"The Diamond Edition includes the original Neverwinter Nights and three official expansion packs: Shadows of Undrentide, Hordes of the Underdark and Kingmaker."

The three additional modules (Kingmaker, Witch's Wake and Shadow Guard) are collectively known as just "Kingmaker". The other premium modules (Pirates, Infinite Dungeons, Wyvern Crown) are not included and can no longer be purchased, but if you did buy them before, you can still download them from the links Voidgazer provided and use them with the GOG release.