For instance I'm describing the park of an art museum in a foggy day. I'm not sure if I should start with the fog, wind, grass, threes, walking paths, buildings, stairs or something else. Is there a good order rule to describe a setting (so that the reader get a clear picture of the where the story is located)?
You almost certainly want to avoid a shopping list of details about the park. You're not describing the wind and the trees and the building and... You're describing one unified moment in space and time.
You want to focus on what the reader needs to know for the story to make sense (he needs to know the scene is in a park, and not in out of space; if there's going to be anything happening in or around the park's pond, you want the reader to be aware that the pond exists), and on what you can use to create atmosphere (this scene is going to be calm and serene, like the park; or: the park is wilting and poorly-kept, emphasizing the story's squalor and disorder).
There must be millions of ways to describe setting, but a simple one is this: start with an establishing shot; one or two clear sentences that tell the reader where the scene takes place, and maybe touches upon the mood. Then pick two or three details that are easiest for you to use for both of the goals I mentioned (e.g. you choose the pond because it's important to the location, and you describe it as being peaceful and smooth because that's the atmosphere you want to convey). Since the establishing shot has conveyed the most immediate and crucial information, these details won't be confusing, and can be mentioned in any order - unless one of those details is unusual ("the pond was smooth, the trees swayed in the wind, and the hieroglyphic-covered merry-go-round tinkled a jolly tune" - you want unusual details first, just as a person's attention would be drawn to them) or particularly important to the plot (in which case you want to prevent the reader from skimming over it).
Another way is to go the opposite route - focus on one small detail, and ripple outwards from there, explaining how that one detail ties in with important elements of the larger setting.
The important thing here is to understand there's no "right order," because you're not filling out a list. You're conveying an experience; the correct order is whatever conveys the experience best. That might be "the experience of entering the park and looking around," or it might be "the experience of looking for a restful spot away from that hideous museum," or "the experience of being chased through a museum by radioactive zombies". Each of these will describe the setting differently, focusing on different details, and in a different order. If you don't know what experience your description is trying to convey, then stop and figure it out - if you don't know why the reader should be interested in your description, then he probably won't be.
Edited to add: A helpful and easy exercise: choose a few setting descriptions in books you've enjoyed. See if you can list the "order" the author describes different details in, within each description. See if you understand the structure the author's chosen for that description - and why it's a good fit for that scene. I suspect you'll find some very interesting techniques.
Describe first whatever will pull the reader into the scene. Period. There is no canonical order you should follow. If there were such a thing, it would make for a lot of dull repetition, and even fewer books would get read than they do now.
Instead, try to find the detail that will pull the reader in: the telling detail that makes an emotional connection with what is about to be described. Who cares what the sky looks like if it has no bearing on what the scene is about?
For example, consider this paragraph about an escape:
Only the details essential to story are revealed, and the focus is on the details that are important to the character and, hence, the reader. It is that kind of detail that you must find and reveal.
I don't know if there's a rule, but I have a meta-rule: the description has to follow an eye-line. That is, everything is described in the order that a person might see it. So I might start with the sky, then the trees then the dirt; or the outside of the building, then the doorway, the foyer, the corridor, and then the room. Something to give the user a sense of movement.
I'm basically aping the camera motion from a movie, which may or may not be a good thing in itself, but at least it give me -- and maybe the reader -- some structure.
The way you choose to describe the setting depends entirely on what's at stake for the narrator. You are writing the story; the narrator is telling the story. It's important to understand the distinction.
The narrator's role will help you choose which details to reveal when you describe the setting. With that, there are ways you, as the author, can have fun with your characters. For example, what your narrator fails to notice can be as interesting to your readers as what he does describe. A seemingly objective narrator can turn out to be unreliable, inducing the reader to reflect on the story so far, and work to uncover the actual truth.
So, there's no specific order, or list of items to include. Do what you need to do to build the necessary tension to advance the story, and reward the reader for sticking through to the end.
Obviously you cannot give the whole impression of the object you want to describe all at once, but have to start somewhere.
Where you start and how you proceed from there will depend on what you want to convey to your reader and might be influenced by the following aspects, among others:
For example, if your narrator is a confused person, his perception of the park will be confused, while a clear minded person will have a clear and simple perception of the park.
Or if the park is very orderly and structured, you will want to describe it in an orderly and structured manner, while an overgrown chaos of plants, playground, people, and trash might be decribed in a chaotic manner.
Or if your protagonist approaches the park and moves through it, he will first see it from afar and have a more general impression and see more and more details as he approaches and finally enters and moves through it. If, on the other hand, he is sitting on a bench daydreaming, his first perception, when he returns to reality, might be a bird picking at some crumbs or the light filtering down through the leaves and turn outward and to a more holistic image from these details. Or, if he is walking the park with his loved one, talking to her, his perception will be a sequence of highlights unrelated to each other.
So, first of all, think about the place in your narrative that the decription has and try to
deduce the order of the description from its narrative function.
Why should your description of a scene occur at an instant in time, like a photo? I had written so much here yet felt this first paragraph from Rothschild's Fiddle by Anton Chekhov captures it best:
Chekhov’s description ignores time and space, yet we get a clear sense of the town - it’s wretched and in the shadow of a fortress like prison. There’s nothing else we need to know about the town’s physical appearance to understand the scene. The same is true of Yakov’s home, a hut with just one room crowded with his and his wife’s belongings.
It’s tough to write like this, yet descriptions like this bring you and your readers much closer to the scene as you experience it.