I have tried to research this subject and found different devices, but I still can't find a proper answer to the following:
Can I buy a device that will allow me to connect an external GPU?
My laptop is S7-392. It has the following ports: HDMI, Mini Display Port. There is no Express card and the mini PCI is obviously used by the wifi adapter.
I know that it's possible to do if you have a free mini PCI or Expresscard port, but seems like I don't.
Is there any converter from USB, mini DP that can help me or something any other solution?
A mini DP outputs video signal. It can't talk to add-on cards.
You can get convertors that turn a USB port to ExpressCard and then plug in a PCI-E to ExpressCard convertor which will hold a graphics card, and includes a power supply to provide the power to be drawn through the PCI-E slot. If the graphics card requires additional power than you can plug in an ATX supply on top of that, provided the graphics card connections are in the right place. And then it may or may not work, depending on the card and on your laptop. They don't guarantee that it'll work with any laptop, making the very good point that graphics cards are designed for desktops, not laptops.
So in theory yes, in practice probably not, certainly not in a cost effective way and you're unlikely to get as much benefit as you might hope for. If you must have better graphics, get a gaming laptop or a desktop.