Hello, i am looking for a story where modern army transported to a fantasy world or something like that.
Stories like  Gate and Out of Space 

I have yet to read it, but Manifest Fantasy should be pretty similar to Gate.

Gate? I liked Gate, and military SF generally (J Ringo, Drake, those guys.)

There's a bit of that in Dungeon Crawler Carl. The MC is ex USA armed forces, there are also some examples in the secondary characters such as that one platoon of soldiers and a couple of USA agents as well.

Dungeon Crawler Carl Book 2: Carl's Doomsday Scenario

Probably this one, although it is only a single marine traveling in time. https://www.royalroad.com/fiction/34051/the-american-dream-an-american-marine-time-travels

Frozen armies is good
https://www.royalroad.com/fiction/28443/frozen-armies

Thanks everybody, I will try them all.

Check out Eodem: a Rifle and Sword Adventure. It's like GATE, but set in the distant future and without the Japanese propaganda bullshit.

Release that witch is a Chinese Web novel fully translated that focus on kingdom building and military management, logistic. The MC quite literally brings guns and cannons to a sword fight. He invents quite a lot of interesting weapons in a medieval setting and equips said weapons to his army. 

This one is exactly like what you are looking for. Less of a focus on a single character, the main character in the story could be considered to be America instead of individual person.

https://www.royalroad.com/fiction/28654/america-in-another-world

Translated stories, which I know exist and have read some, but eventually dropped:

A dungeon core type story where dungeon makes technology like guns in a fantasy theme world
https://www.novelupdates.com/series/maou-sama-no-machizukuri-saikyou-no-danjon-wa-kindai-toshi/

You may or may not like this, it has the whole developed tech goes to undeveloped tech world theme, but for cultivation world type technology
https://www.novelupdates.com/series/miracle-throne/

I read a few chapters of this and didn't like it, but it fits your criteria, so maybe give it a try
https://www.novelupdates.com/series/modern-weapons-cheat-in-another-world/