Which order are them?

Maybe Hymenoptera.

We would need to know more about them to be sure. Where were they found? Are they juveniles or adults?

Thank you rosborne979 .I found them in a spider web, family Araneidae. I had a look at 4 or 5 webs and I found this kind of insects in all of them. I don't know if they are juvenile or adults. .. All of them looked like in the picture

Thanks Mzi. What country were the bugs found in?

I found them in southern Sweden, about 2 weeks ago

Hard to identify from the photo. I don't see any halteres, so probably not Diptera. Might be hymenoptera or neuroptera. Could be others... I'm not sure.

Thank you for your help rosborne979!. For sure they are not Diptera, they have 4 wings (it´s difficult to see in the picture). I didn´t took into consideration hymenopterans because they lack the typical waist, but now that you mention that can be an hymenopteran I´ve searched and look pretty much like a sawfly