Hello guys. i'm new here perhaps I would like to ask if there Are any games here on gog.com which has online feature for a coop mode that involves 4 players or more ? You know shooter games, zombie games or perhaps an rts game? ;-) your help may be appreciated ;-)

Shadow Warrior 2, Grim Dawn, Titan Quest, Victor Vran. That's a few.

Broforce
Terraria
Saint Row 2-3 (hmm maybe it is 2 player only)
Risk of Rain
Starbound
Fist Puncher
Shadow Warrior 2

You could check this list for reference (assuming you're on a PC, otherwise you'd need to change the "system" filter):
http://www.co-optimus.com/system/4/pc.html

Oh, and toggle on "Online Co-op" at the left side, and set players to "at least 4". Apparantly these filters aren't stored when sharing the link.

Not all of those games are available on GOG, but quite a few are (in addition to the ones mentioned by others already: Neverwinter Nights 1&2, Baldur's Gate/Icewind Dale, Victor Vran, Quake, Forced etc.). Just compare with GOG's catalogue if something piques your interest,

Satellite Reign got coop gameplay as well

The last three Soldak games have offered co-op for at least 4 players (Din's Curse, at least, apparently has no upper limit for number of players, beyond what the players' hardware and connections can handle).

Dying Light: The Following has 4 Player Co-op and is 50% off right now.