I am not Rules Engine guy, but I've checked with them, and here it is:

Hi, how could I implement a rule like this in the BRE of BiztalkServer2004 (not splitting it, into separate rules):

1)
IF (condition1)
THEN (action1)
ELSEIF (condition2)
THEN (action2)

Answer: Has to be separate rules:
IF (condition1)
THEN (action1)
IF NOT(condition1) AND (condition2)
THEN (action2)

2) IF (condition1) THEN
         IF (condition2) THEN (action2)
         IF (condition3) THEN (action3)
   END IF

Is there any way to call a rule within another one? 

Answer: No, one rule cannot directly call another rule.

IF (condition1) AND (condition2)
THEN (action2)
IF (condition1) AND (condition3)
THEN (action3)

OR

IF (condition1)
THEN Assert/Update(some object that is used in conditions 2 and 3)
IF (condition2)
THEN (action2)
IF (condition3)
THEN (action3)