In this work, we use the simulated gravitational wave (GW) standard siren data from the future observation of the Einstein Telescope (ET) to constrain various dark energy cosmological models, including the $Lambda$CDM, $w$CDM, CPL, $alpha$DE, GCG, and NGCG models. We also use the current mainstream cosmological electromagnetic observations, i.e., the cosmic microwave background anisotropies data, the baryon acoustic oscillations data, and the type Ia supernovae data, to constrain these models. We find that the GW standard siren data could tremendously improve the constraints on the cosmological parameters for all these dark energy models. For all the cases, the GW standard siren data can be used to break the parameter degeneracies generated by the current cosmological electromagnetic observational data. Therefore, it is expected that the future GW standard siren observation from the ET would play a crucial role in the cosmological parameter estimation in the future. The conclusion of this work is quite solid because it is based on the analysis for various dark energy models.