There is an order to install the mods? Just run the files on each launch.exe mod or I have to use the mod enable?

First you have to install a mod. Installing places the files on your HDD. After instialling the files you can enable the mod with the mod enabler. Most PESE mods are stand alone mods that will corrupt other mods. There are exceptions to this . If you have the version created for Nordic Games, a suggested compatability is shown at the bottom of the mod enabler.

Downloaded the mods Gog gives and copied the files to the panzer elite folder and installed the ostpack mod and after it has finished installing and I enter the mod enabler from gog and press enable mod I get this message:
access to an unnamed file was denied

sigh, tried to install this mod 2 years ago without success and now the gog.com version have problems too -.-
Cant gog.com just have the mod installed in the game from the start since no matter what I do I cant get it to start. AVP classics redux mode is way easier to install and make it work but panzer elite is damn impossible -.-

yes, the mods are confirmed not to work. another fine example of GoG simply fucking up with their installs.

What does not work?
GOG did not make the mod installer.
Wings Simulations mod installer, the original, is included in JoWooD's patch 1.2.
Install GOG's PESE, run once with no mods active, and apply the original 1.2 patch. Your files should match exactly the Wings simulation 1.2 PESE.