Hello,
thanks for all answers. Maybe I was wrong about the term "Advanced Workflow" which is used in context of document management. Maybe term Automation is more accurate.
As I found out, I am not the only one who desire this feature:
http://ideas.kentico.com/forums/239189-kentico-product-ideas/suggestions/5409093-the-advanced-workflow-has-so-much-capability-it-s
I think API and database structures are already prepared (in fact I started workflow for cms.user), but there is no UI to process such items.