is it possible to link 4 or 5 gsm shield and an ethernet shield togather
4 of them are possible but not as easy as stacking them together. You'll have to re-route the serial pins to other pins to be able to communicate.
and they do commands without using computer only using internet cable and a source of power
No, this is not possible, you need a computer (although not one with an operating system), in the above case an Arduino Mega2560 would be a viable option.
i want that the gsm shields make some operation guided by the ethernet shield which upload results to a php link
and thank s for advance
Again, shields are just IO devices (in most cases), you'll need an Arduino (or similar computer) to control them.