Usually your therapist who prescribed your program would tell you the order and when to do ALL vs. only some of the exercises. Usually the hot/cold type therapies are post exercise or for pain relief so can be done in isolation or post exercise. One could argue that heat might be useful in some cases to help relax things ahead of exercise. I would suggest with no direct input from your therapist to write down the order and see what works, varying it according to symptoms. I would also get on the list for another outpatient assessment and treatment where someone can assess what is of use, what to progress or change and give you the preferred order for you as an individual.