Does Descent II include Vertigo Expansion? If not, how can I add it into game? I tried to install it, but I always got an error "Setup is not compatible with 64-bit Windows." If I copy data into game folder manually, I still can play main game only.

According to the sticky post in this forum titled Descent 1 & 2 FAQ (Please read!), no, you do not get Vertigo with your purchase of Descent 2. However, that post links to another thread in this forum, The Definitive Collection, which has links to download Vertigo, among other things.

The game you get from GOG should be able to run Vertigo. You only need to get the Vertigo data files and put them in the right place. Those threads say that the right place for Vertigo is the missions directory for Rebirth.