In order to play crossplay with Steam users you and your Steam friend will have to install Discord, a software for text and voice communication. Make sure to add your colleague to Discord's friends list.
Once that will be done make sure to follow these steps:
1. Both you and your friend should start Discord.
2A. Steam user has to start Steam, and boot the game through it.
2B. GOG user has to start GOG GALAXY, and boot the game through it.
3. Once in game host will have to press Start Coop/Invite. If you are using Discord's overlay then the host will be able to select the guest from GOG GALAXY/Steam or Discord friend's list.
If you are not using Discord overlay, then the game will be minimized and you will be able to select a friend to invite from Discord's friends list.
4. After that please follow on-screen instructions.