I downloaded the game via GOG Galaxy, but it isn't listed among installed games in application, but game IS installled bcause I can see it clearly in my files, alongside all the programs and -exe file.
I tried scan and import fuction, but apparently, there's no game found.

It's Tangledeep.

And which game are we talking about?

Tangledeep

have you tried manual import?

EDIT:
1.Go to your Library in Galaxy
2. Click on the Game [Tangledeep in your case]
3. Click on More
4. On the menu that opens hover on Manage Installation
5. On the new menu that opens click on Import Folder
6. Browse and select the folder the game is installed
7. Galaxy will now try to detect the game and varify its data with its server and install some files if necessary.

Hope this helps.
:)

Did you use scan and import via the GOG logo?

Try going to you library, click on Tangledeep and click more -> manage installation -> import folder -> then find the folder with the game files.

Thank you. I did use gog logo, but your suggestions helped.

No problem, Galaxy has two import methods. Manual import usually works when scan and import fails.

I had the problem where it wouldn't scan and import and it turned out to be ownership of the folder. I took ownership of it and gave myself full permission then it scanned it and installed all the games.