I'm looking for free and easy GUI framework that let me create single exe without dependency (like .Net framework) and to be not GPL
There is no such thing. Three most popular frameworks Qt, GTKmm, wxWidgets are LGPL.
However you can link statically and provide full source code that allows user to replace/update the LGPL part you can do this as it confirms to LGPL requirements
(I'm not a lawyer - don't see this as legal advice).
Now .Net - has lots of dependencies they are just pre-installed.
Now I used to distribute programs with Qt, it was very simple, you need very few dll's. In my case there were: QtCore4.dll, QtGUI4.dll and mingwm10.dll (that is just part of mingw and not Qt). It is not such big problem, so even it is not a single exe but it is simple enough.
Otherwise... Use Win32API -- good luck :-)
!
Edit: as it was correctly commented by @vitaut you may even provide compiled objects letting user link the code and replace the Qt version to keep with LGPL requirements.