My question is: Is there any way to upgrade my GCC to 4.9.0 without doing all process: configuration, building, checking and installation from scratch?
Yes, if you have it already built. No, if you have only sources.
Also, please tell me what is the benefit/purpose of gcc-4.8.2-4.9.0.diff.gz file?
Read manual for patch
utility how to apply it. You can convert 4.8.2 sources to 4.9.0 ones with this diff.
Is it like script/patch file to upgrade my compiler?
Yes, but for its sources. So building is still required.
Do you really need new features of 4.9 for your projects?