If you install TE, that is, upgrade to TE, then it will be problematic to play Breath later. You will have to install it again!

It's not that problematic if you just copy the already installed game (SOD) to another folder, and then install TE on any copy of SOD. And then you will have both SOD and TE, and if you make another copy (after upgrading SOD to WOG), you will also have WOG :)

My question is different: will WOG be installed on the Platinum Edition (which has Heroes version 4.0), or do I need a clean Heroes SOD (version 3.2)???
Because it might turn out like this: you download WOG (40 MB), and it refuses to install. And it turns out that you just wasted 40 MB.