Well, I figured this out. So behold! Guide how to join Guild of Thieves in Stormwend (note: English version only!)
First, let me explain where the problem is:
1) There are two glitches in English 3.1 version - first of all there is absolutely NO hint that the main quest is bounded together with the Thieves Guild. Although - there WAS one. I believe in version 2.x of English translation in the very beginning the bishop who led you to the statue where you created your character mentioned something about sending you for a quest to find some rare book or scroll, I don't remember. And I think he said something like "you should ask around Stormwend" - and who knows more about lost items than thieves? But in version 3.1 this dialog has been cut off and the bishop just send you away without any explanation.
2) Anyway using this hint or Google

you find out that if you want to advance in the main quest you must somehow join the Thieves Guild. In German version character Golia starts dialog about joining TG by herself just when player approaches her. In English version its author Golden Thief changed this to able player to explore Stormwend without this quest being triggered. Not bad idea I think but problem is that Golia has NO topic about TG, so you just can't launch this chain of quests and you're STUCK!
3) So how to do it? It's quite easy - don't bother with Golia, go directly to the market and steal a chicken cutlet from Salvadore (first put him to an argument with Huxley - this alters your journal). Once you have the cutlet in your inventory, go to Golia. She will gladly accept it and let you into TG headquarters.
Enjoy!