Hello how do i collect the game i bought

Go here:
https://www.gog.com/account
Click on the game and download the files under the heading 'game installers'.

Note that unless you intend to install the game you don't have to download anything—the game is tied to your account, so you can download it at any time. There are also more options for downloading games, including using GOG Galaxy (which can install the game straight away), using a download manager in your browser, and using a script I've forgotten the name of.

Also note that if you choose to download the files yourself (without using Galaxy to install them) you will want to check that you're downloading the files for the appropriate OS (operating system: Windows, Mac, Linux). There is a dropdown menu for that in the download section, for games that are available for multiple OS. Similarly, if you want another language than the default (English) there is a dropdown for that as well, should other languages be available.

Here is GOG's help for downloads.

And here is a thread that you'll probably find useful too.

Edit:
Try using other browser than Internet Explorer to download your games.

Or to do anything, really. =P