I can't change existing profil name (player) and even a don't know how make a new profil. It's possible or it's a bug?

In customisation, click the "+" next to the teams names to make a new profile.
When you have any team selected, click the "A" next to the "+" to change the team name.

Like that you can chcge team name and names of your worms. I would like to know how change this: chcck picture

Perhaps it differs on GOG, but try running Worms WMD through GOG Galaxy & it may show up once you create a profile.

Unfortunately, I use steam & it shows up for me.

Solved. You have to run Worms thorugh GOG. In my opiniom they have to change in next patch. I bought that game on GOG because I wanna be free from any clients.

Solution: You have to run it via GOG Galaxy to start from Level 0 (direct download starts the game with level 30 and everything completed)

Took me a while to find the solution As already wrote: you have to start it via GOG Galaxy