1. Can I add "dtoverlay=gpio-shutdown" in config.txt from SD card while it's plugged to desktop using Notepad++
Yes.
2. The pin 33 and pin 34 will work for ON/OFF plus led status?
No, that's just for the LED. Use pin 5 and 6 for the power button. If you only want the power button, then you can ignore the LED part.
3. For the executed command (chmod +x ), is there a way without the need command from terminal? Like, right click the file (.py & .sh) and change something in Properties?
On a Linux PC (maybe OSX, too), making files executable by right-click-option should work fine. You maybe need root status to do this. I'm not 100% sure whether chmod +x is necessary, so you can try it without this step first.
is "/storage" mean there's a folder inside SD card name "/storage"?
When you plug the microSD card into your desktop PC, then the /storage folder will be represented by the STORAGE partition.