Yes, they can all run on the same server. But make sure it is powerful enough to run both applications.
There is no "proper order". Install Jira first, then Confluence, or the other way around, doesn't matter.
Note that I'm only talking about two installations, not three. This is because Jira Software is not a third installation, it is an Application you add to Jira Core. If you do not yet have anything installed on the server, then download the Jira Software *bundle* and it will install Core and Software at the same time for you. Then install Confluence (if you choose to do that second)
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