The main purpose of this study is to find out the dose of enzalutamide that can be safely given with gemcitabine and nab-paclitaxel in patients with advanced pancreatic cancer. Researchers also want to find out the side effects of these drugs when given together. This study will help in finding out the effect on tumor of the combination of enzalutamide, gemcitabine and nab-paclitaxel. In the first part of the study, different doses of enzalutamide will be tested. In the second part of the study, all patients will be started at the same dose of enzalutamide.