Nick here from Shopify.
If you need to show VAT for legal purposes in your store, you can do it, but it will involve a little bit of code. Shopify has a tutorial on how to make the code edits to add VAT which you can see here. Something to note is that this tutorial isn't supported by Shopify, if coding isn't something you are comfortable with, I would recommend to reach out to a Shopify Expert for assistance to set it up. You can see the Shopify Expert directory from here.
When you say:
It would be perfect to also (or at least) add EUR to PLN exchange rate from the sales day. Is it possible?
Do you mean to have both prices displayed or for the price to change when someone from a specific country looks at the product? Can I ask what theme you are using? Many themes have this feature installed but some might not also. In that case, your best bet would be to use an app from the Shopify App Store. You can find some of the most popular currency conversion apps below:
Hopefully, this can do what you need it to.
All the best, Nick