Start with a clean, unmodded installation of SH3 v1.4.
Make sure you have all 7 GWX3 .bin files and the GWX3.exe file in the same location (folder) on your hard drive.
Double click the GWX3.exe file to start the installation. If it doesn't find your existing SH3 folder automatically, Browse to point it there.
If Privateer were here he would tell you that you must also turn your computer's volume all the way up or the installation won't work, but he is a very naughty boy.
For Commander, make sure you have the most recent release (sticky thread in Mods Workshop Forum should have links, or look for it in the Downloads section here - pretty sure it's available there).
Install it. Doesn't have to be installed inside the SH3/GWX game folder, personally I prefer to have it in a separate folder to avoid the possibility of it getting touched if I have to uninstall the game.
When Commander is installed, open it and click on the tool icon along the bottom of the interface. In the first window - General Settings - look for "SH3 path" at the top right. If it's not pointing to your existing SH3/GWX game installation, Browse to point it to the correct folder. Click Apply and OK and you should be good to go.
Welcome back and happy hunting!