So, I finally managed to play this game on multiplayer with a friend, but the game freezes and crashes as soon as he kill one of my cultist (and I suppose, even more often.)
Has anybody else tried playing this game on multiplayer? If yes, did anyone managed to end a game?

I probably won't be able to help you much, since I only know about multiplayer outside of Gog's version, but the bug you're mentioning doesn't occur (to my knowledge) in the base game. We were able to end matches with no trouble at all... So it would be interesting to report that trouble, since - especially if it isn't related to a specific situation (regarding Cultists for example, which caused crashes because of a missing *.wav file in the unpatched version of the game) - it's probably linked to inner network protocol causes that may have been altered in Gog's version. Letting the Support crew know about it would be a good start...

Also, even though I guess you already checked that, make sure none of you two had troubles running a single player game - and killing Cultists ^^ -, as it obviously should be the first thing to do.