Please, can anyone can explain me how does this form is being made?

"Gelen" Gel+?

And how to use it in speaking ?

It is present participle. Participles are the adjectives formed from verbs. Here our verb is " gelmek" 

If the verb stem ends in a consonant which it does in "gel " , then - en ,an is added.

Verb stem + -en, an

 GEL   + EN  ---> the one who [which] comes

 GİT    +  EN --->  the one who [which] goes

 SEV   +   EN  ---> the one who loves

So  "gelen" is   " the one who comes " [or " came" depends on the context ]

For instance ;

Gelen tren --> The train that comes

Her gün saat 5´te gelen tren ---> The train that comes at 5 every day.

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Gelen mektup ---> The letter that comes or  the letter that came

Az önce gelen mektubu görebilir miyim ?

--> Can I see the letter that has just arrived ?

Teşekkürler !