From the Wiki article linked above:
(s1 op s2): Groups search terms to force precedence when using multiple search terms with the and and the or operators.
Example: Return all files whose artist is exactly Bob Dylan and whose year is either 1966 or 2001:
[Artist]=[Bob Dylan] ([Date (year)]=1966 or [Date (year)]=2001)
Note the distinction of the example above with the following example:
[Artist]=[Bob Dylan] [Date (year)]=1966 or [Date (year)]=2001
The first example uses grouping parenthesis to force the order of evaluation, and returns files from Bob Dylan as the artist, from the year 1966 or 2001. The second example, due to order of evaluation from left to right, returns files with Bob Dylan as the artist from the year 1966, and also returns all files with year 2001.
val1,val2: Combines two or more values into a list, identical to the or operator. No spaces are allowed between the comma(s) and the values.
Example: Return all files whose artist is any of Queen, Heart, or the Grateful Dead:
artist=[Queen],[Heart],"Grateful Dead"
The search phrase in the example above is identical to the more cumbersome:
([Artist]=[Queen] or [Artist]=[Heart] or [Artist]="Grateful Dead")
So, what I meant was:
([Filename (path)]="D:\Mis Vídeos\Animation Films\" or [Filename (name)]="D:\Mis Vídeos\Animation Series\" or [Filename (name)]="D:\Mis Vídeos\Animation Short Films\") ~sort=[Filename (name)]
See how there are parenthesis (the curved ones, not square brackets) around the whole set of items where you say "OR" between them? That way, it is treated as all one search term.
([Field]="x" OR [Field]="y" OR [Field]="z")
AND
~sort=[Sort Fields]
Without the parenthesis, it doesn't work. However, you can simplify it with the second of the two methods quoted above to:
([Field]="x","y","z")
Note, however, that the comma-separated list CANNOT have spaces between the items (so the commas should be right up against the quotation marks, like in my example above).
So, your expression above can be simplified as:
([Filename]="D:\Mis Vídeos\Animation Films\","D:\Mis Vídeos\Animation Series\","D:\Mis Vídeos\Animation Short Films\") ~sort=[Filename (name)]
Note, that when doing the filter, I'd do it against [Filename] and not [Filename (path)]. The [Filename] field is the real field, and contains the full path and the filename, and the others are calculated using it. There's no reason to use the others, and using a calculated field in an expression can sometimes have unexpected results if you don't understand the expression language well.
I don't think it matters in this case, but there's no reason to use it, so a good rule of thumb is to avoid them if not needed, and use "real" fields.