is it possible at least theoretically to change the DNA of an organism ?
so we take for example an organism with multiple cells then we change its DNA without killing this organism
to correct genetic defects or to improve it
Erm. Sort of. Kind of depends on your definition. It hasn't been done for multicellular organisms though.
Craig Venter et al did this exact experiment a few years ago with a completely synthetic Mycoplasma genome.
If you just want to change small segments of DNA that's where cloning and gene therapy come in, and we do that A LOT.