Is there any Flex tool or framework allowing to build GUI dynamically (from XML) ?
Yes, it's called MXML.
I don't quite understand what you mean by dynamically changing the GUI. If you are thinking about widgets and such, modules may be helpful to you.
I mean, all info on the GUI itself (widgets, their properties, possible values/labels, layout,)
should be in external form (XML or MXML or JSON), so you can modify it without recompiling Flex app.
Check out the link of the Flex Dahboard Sample..
Right Click to view the source ...You will find it very helpful as all in this app is controlled through an external xml files and you can take it as a very good reference to proceed for building a configurable item.