By "C:\OS2\mdos\system" do you mean C:\OS2\MDOS\WINOS2\SYSTEM? That is where the DLL's should go.
For enhanced mode, open the properties for WordPerfect, go to the Session tab, push the WIN-OS2 Properties button then the Win-OS2 Settings radio button then OK. Then you can choose the WIN_RUN_MODE, namely Enhanced, save and WP should be using Enhanced Mode. You can pick other settings such as clipboard sharing there too.