well, ask them if they have the option of direct IP. If they do then try it.

Good question.
The Steam version uses Steam software for communication (which can't be used out of Steam).
The gog version uses another software for communication that is not compatible with Steam.
Therefore, I'm afraid it's not possible to play gog-steam.

That isn't cool at all. Could you see if there's a chance at least in some future update? I have played some games that allow it (like Hammerwatch for example). I prefer purchasing on GOG for a lot of reasons, but I still want to play with friends who have the steam version. A couple of friends recommended me the game (and they have the Steam version) and now that it has a linux version I'm thinking of purchasing it.

Another question, I supose it will be possible to play multiplayer with different versions (I mean Windows and Linux versions). Or am I wrong?

GOG Galaxy, GOG's yet-to-be-released game client, claims to allow for GOG users to play multiplayer games with Steam users. However, the exact details are still pretty vague at this time. Will it be universal compatibility? Will it be up to each game dev to add compatibility with a patch? This is all yet to be seen, but the potential is at least there. I hope this helps you at least a little, DracoMagister.

Yes, it helps. Anyway, have someone tried to play cross-platform multiplayer? (Windows and Linux). For now I'll wait, I have other games and most important, exams xD. But I'll probably buy it in the future.