You probably have to move the mod to your own mod folder, since GOG games can't access Steam apps content.

Create your own "Scenarios" folder where you have your DoM "Saves" folder. It should be in Documents/DawnOfMan

If you have Steam install, navigate to:
Program Files (x86)/Steam/steamapps/workshop/content/858810

All of the subscribed mod scenarios folders are in there. They will be shown by their ID number. Move these folders to Documents/DawnOfMan/Scenarios. Change the folder name from ID number to the scenario name to make it easier to use.

Thanks a lot for your swift response.
My Dawn of Man is not installed via Steam. so i didnt find:
Program Files (x86)/Steam/steamapps/workshop/content/858810

From what you wrote I understand that I dont have to download the mods manually. And they should be on my harddisk. But I cant find the mods in any of the steam folders.
I wish I could just manually download the mods and copy them to my Dawn of Man saves folder

I forgot the fact that you don't have the game on Steam.

Try nexusmods. There are some DoM mods there.

https://www.nexusmods.com/dawnofman

Thanks a lot. It worked.