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HI, Can i upgrade my 128 GB ssd by a 256GB third party manufacturer, like m.2 ssd with adapterto fit my mac. Thanks

Sure. But the only ones you can use that I know of are the original Apple cards or the ones offered by OWC, such as these: https://eshop.macsales.com/upgrades/macb

For using an adapter, No. You will need to use the proprietary SSD that physically fits with that model of your MacBook. Yes you can switch to at least ones that use the same SSD key in slotting. Usually the sizes if I remember correctly are 128, 256 and 512 (Though this one will be significantly expensive and probably hard to find) When you do switch to another SSD you will need to get Mac OS X installed again and optionally bootcamp after installing it to have Windows dual boot. Refer to Mayer’s answer for more information.