I've lost all the paperwork to the Game of the Year Edition ,however,I do have my (4) Disks. I can't seem to remember the sequence that it needs to be loaded in,its been awhile.
If Anyone! Can clarify this point. I'll appreciate.

Morrowind->Tribunal->Bloodmoon

Also, Game of the Year edition does not need any Official Patches.

.
I Thank-You for your quick response
What has me baffled. Is when do I install the Construction Set Disk --- At the begining (before the others are installed) or at the End.

When you install the game, the CS gets installed instantly.
The CS disk just has all the files that the BSAs also hold. This makes it quicker for modders to access the files if they need to.