Can I cancel an already received cheque to bank transfer as my country where Im from (Hungary) doesn’t cash cheques anymore.?

[xmasbaby0]

No.  The IRS will not make a direct deposit to a foreign bank.  The IRS will only send a tax refund to you in the form of a check if you are in a foreign country.  It is up to you to work out how to deposit the check into an account in your country and wait for it to clear.  

[BMcCalpin]

It has always been difficult or impossible to cash a US check in Europe, unless you make a specific arrangement with a local institution.

One travel site I frequent suggested going to a Citibank office in Hungary, since Citibank (as a US company) obviously has the wherewithal to process a US check if it so chose to.

Please see https://citibank.banklocationmaps.com/hungary/budapest for Citibank locations in Budapest.