Hi Ei Pyone,
If you are using ArcGIS Pro 2.3 or later, you can use the Logistic model to run GWR with the binary variable as the dependent variable. The tool supports continuous, binary and count models. This documentation goes into more details about each of the models. You can use categorical variables as the explanatory variables, as long as you encode these.
Depending on your problem, you might also be able to use the Forest-Based Classification and Regression tool.
Regards,
Lynne