Is there an order in the cloth layers for get warmer?, I‘m not used to very cold weathers. Thanks.
-20 is not cold. Get a down jacket. Wear layers of fleece.
The first layer should be a lightweight set of long underwear, pants and top, made of synthetic fabric like polyester or polypropolene. This will trap warmth at your skin and absorb sweat to keep you dry. Then a regular layer of clothing, also made of polyester or wool (not cotton) like a shirt or sweater and long pants. Then, an insulating layer like a polyester fleece jacket or sweater or a down or synthetic stuffed vest or jacket. This will add warmth. On top of all of this, you should have a shell jacket with a hood to go over your head that blocks wind and snow. Get wool socks for your feet and insulated boots of some kind. A wool or polyester fleece hat will keep your head warm and prevent general loss of body hear, wear that under the hood of the outer jacket. And make sure you have warm wool gloves or mittens for your hands. Look at what people around you are wearing to get an idea of what is appropriate for your situation.
Fur - though some people might a moral objection I think a good fur coat will keep you much warmed than most cloths.