No. The version available on GOG is Hearts of Iron 2, which was an upgrade of Hearts of Iron 1. The Platinum edition is the final version of Hearts of Iron 1.

Well I already know GOG has HoI2 sold separately from HoI. So is the final version of the original game on GOG?

I own the Platinum edition of HOI 1. Basically it's just HOI with the last patch (1.06c I think off the top of my head) and an older version of the C.O.R.E. mod (.8x).

You can basically get a superior copy (sans the nice printed manual in the physical box that doesn't seem to be anywhere in digital form) by just installing normal HOI (which should be patched to the newest version) and installing the C.O.R.E. mod from here :

http://www.vojska.net/eng/games/hearts-of-iron/core/

Supposedly there's even newer versions of that mod (.92b : https://forum.paradoxplaza.com/forum/index.php?threads/new-beta-hoi1-c-o-r-e-v0-92-general-discussion-thread.450031/), but after extensive scouring of the internet and using Archive.org (http://web.archive.org/web/20140828224233/http://www.stonyroad.de/downloads/), I have yet to actually get my hands on it (StonyRoad is dead). If anyone here has it, could you please upload it to MediaFire or some other file-sharing service?