I modded XcomEW.exe by Resource Hacker (RC/1020/1033), and changed a lot of values. But, the game load default values, when I play it. Is the GOG version moddable in any other way?

I can't speak to the version on GOG, but I know XCOM:EU Complete Edition is moddable. I don't see why the GOG version wouldn't be. However, you shouldn't need to edit the exe at all - and I don't doubt that the GOG exe is a tad different to the original.

Have you tried looking for mod tools on the Nexus, e.g. like this one for messing with UPK files: https://www.nexusmods.com/xcom/mods/448? There are a bunch of other tools available as well, since the community really got together to mod this game since it had practically no modding support built-in.

It should be possible to edit most (but not quite all) values in ini files (which you'll need to generate unless you're using something like Long War as a base, since that already extracts them for you, and also keeps backups of the old values as well).

If that's not good enough, things like the UPK editor can be used to extract and edit some of the other packaged files, allowing one to mess with the code.

IMO the best starting point is to grab the Long War mod, then check the ini files to see if you can change what you want easily. You should even be able to revert everything else to vanilla values if you want and/or revert the code to vanilla code, since there should be backups of everything created upon installing LW.