Yes, it works perfectly with the GOG version. Just remember to have a clean override folder, because some mods won't be compatible, and some are already included.

I have installed Baldurs Gate Reloaded and it works fine.

I did not have any mods before.
When creating a Char in BGR I found that there are new classes and some other things changed as well.
In the gog modules (OC, MotB, SoZ, MoW) looks like nothing has changed.

Is it safe to use new classes or options in BGR?
Will I get any problems with the gog modules?

BGR use an older version of Kaedrin's PrC Pack. You can safely use the new classes, feats, spells, etc. in BGR. However, you won't be able to use them in other modules, unless you install the PrC Pack yourself. The modules also need to be compatible with the PrC Pack or it won't work correctly. You can find a compatibility list here (though it may be a little outdated by now).