Just a little question from my side.
Are Trine 1-2-3-4-5 are somehow connected by plot?
Or each game do not require to know what happened before and never backs to characters/events.

The newer games might make a reference or two to the previous ones, but nothing major really. All of the games have a self-contained story that doesn't require playing them in order, but you could of course miss out on some background lore and tidbits.