When we edit/enhance photo it takes several steps, should we save each step as a new layer?

If you are using Gimp-3.2.2 there is no need. Just keep the original, duplicate it, and run GEGL filters on the duplicated layer.
An FX icon will appear next to that layer and you can adjust any GEGL plugin, or filter on the fly.
1) click the FX icon
2) select the filter in the list you want to adjust
3) select the edit icon and the plugin will reappear to be adjusted
4) re adjust and click ok.
5) when you finish the image save the XCF workspace file
You can now close the XCF and re-open it and still adjust any effect on the fly.
Keep in mind if you save any XCF in Gimp-3 versions you cannot open it in Gimp-2.10 versions. Totally different API.

The beauty of Gimp-3.2.2

I'm using GIMP 2.10.34 on Linux.

For example, I need to do this:
Filters -> Enhance -> Noise Reduction
Colors -> Levels -> "Auto Input Levels"

what are the steps? Also, how this relate with GEGL Operation? Should I use GEGL operation tool first, then open Filters?

Sorry but only the Gimp-3 versions have NDE (Non Destructive Editing). Or FX and also vector layers. Gimp-2.10 you will need to save each step as a layer or layer group, then as a XCF file to save each step. Each time you use a filter in Gimp-2.10 you should be able to save your settings as a preset. Then you can just reload that sane preset in that particular filter. Not all filters provide this though. In my honest opinion, Using Gimp-3.2.2 and non destructive editing is the way to go with photo editing.
You can install Gimp-3.2.2 along side of Gimp-2.10 versions. I think many of us have because there are way too many filters that are third party written that will not work in Gimp-3.2.2.