406 estate 2ltr very loud squeeling noise when change from 1st to 2nd gear ok once in 2nd and above is this the clutch ? can smell a slight burning smell when under the bonnet

check and/or change the transmission oil. Clutch problems are noticeable in 1st and reverse but as all the rest are syncro controlled you really do not need to use the clutch to change them. just get the engine rpms to match road speed and they will slip in. I am thinking a oil viscosity problem because of the colder weather.

If the clutch is correctly adjusted, it will start to engage when releasing the clutch pedal at 1 in. off of the floor. When in Heavy traffic shift trans to neutral while at a stop, take your foot off of the clutch pedal to avoid overheating the release bearing

check the shifter under the interior boot

Most likely a belt problem or a worn out tensioner. You left off the year, make, model and engine so it's a guessing gamet. Read this post on how to track down the source of noise

http://ricksfreeautorepairadvice.com/diagnose-squeak-noise-creaks-and-squeals/
Diagnose squeaks creaks and squeals

slave cyclinder needs bled or replaced

My first thought here is your drive shaft u joints, but only because I've been stranded more than once by these. The higher torque of second will definitely make a worn u-joint "clunk". with the window down listen carefully as you engage and release your clutch in 1st gear, if you here any "clunking" noise I would check your u-joints. To do this SAFELY;ie, using jack stand etc. get under your car and try to turn the drive shaft by hand with the car in gear. ANY play in the drive shaft is bad. I'm not sure if you meant you've changed your clutch and the pressure plate or you did change out you flywheel. either way whichever you did not change could definitely be warped.

1st thing to check is when you put in gear when cold and again when hot Take off fast ,,the noise if there igoes up and down with the speed and rpm ,,the noise you can hear mostly is the pump in side the gear box is not pushing enough pressure to the Forward Band clutch which drives the car so it has to slip and that is what you can smell the clutch bands burning And the more you can smell it the worse its getting and soon will let you down in a place you dont want to be..
So get it checked out new or as soon as poss
The A/Con clutch also sounds like its worn out.

Almost sounds like a throwout bearing problem. Either way, bring the car back and make them fix it. It will be covered under the warranty so dont let them try to convince you otherwise.

in automatic transmission box has two solenoids that were broken , so they must be changed , because I am peugeot specialist in Australia.

ok, you may not like this, but it happened to me on a 01 mustang i was working on in my shop. It came in with engine noise, and after solving the noise on testdrive i experienced the same thing. It ended up being the torque converter, which ofcourse is inside the bell housing. Once the new converter was installed and filled it solved the problem. Also look at the dipstick, in park running when warm, inspect the fluid. smell it. does it smell burnt? is the color a bright transparent red? or is it a dingy maroon? you may be able to do a transmission service (filter and gaskit) and be ok.
Good luck!