Is the evolution a very prolonged progress, or are we going to witness further evolution of the human species?
If so, in which direction? Are there any widely predicted changes for humans?
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Humans are still evolving.
If you have a proper understanding of evolution you will not doubt this....
What is evolution?
"Evolution means change, change in the form and behaviour of organisms between generations. ... When members of a population breed and produce the next generation we can imagine a lineage of populations, made up of a series of populations through time. Each population is ancestral to the descendant population in the next generation: a lineage is an ancestor-descendent series of populations. Evolution is then change between generations within a population lineage."
Evolution is simply a process of change, which Darwin called descent with modification. It is a change in trait values of populations over time. It results from four mechanisms: mutation, migration, drift, and selection. The first three lead to random change from one generation to the next, which may increase or decrease fitness, while selection will generally lead to adaptation.
How do we know evolution still occurs in modern humans?
Well human traits (characteristics like hair colour, height, eye colour ...) are often determined, to varying degrees, by genetic information. That information is passed from parent to offspring (inheritance) and that information can accumulate new variation (e.g. by mutation), while some variation can be lost from the population (by drift, migration, selection). These are the conditions required for evolution. Therefore, from one generation to the next, population trait values can change.
How will humans evolve in the future?
Difficult to say, evolution is a quite random process and difficult to predict. However, the process of adaptation (the result of genetic variation and selection) is a little more predictable. Following from the above, if there is genetic variation in a trait then there is a good opportunity for it to evolve by selection (Fisher's Fundamental Theorem). For example, we now see more women choosing to have children later in life, this means selection will be stronger against genes which cause early-life mortality in women and selection will favour genes that slow reproductive ageing in women. Conversely, modern medicine is reducing selection against genetic diseases as we are better able to combat them, so we will probably evolve to show genetic diseases more frequently - selection against genetic diseases is weaker, therefore disease causing mutations can persist more easily in the population, see mutation-selection balance.
If you are able to prove that a trait is subject to selection and that there is genetic variation then you should be able to say that, in the short term at least, evolution in that trait will proceed in a predictable manner. Here are some posts (1, 2) about evolution in modern humans, open ended evolution, and why selection might not produce the predicted response.
Are humans evolving since their first appearance?
The idea of first appearance suggest an important misunderstanding. There is no such as a first appearance of humans (or any other species) that would not be arbitrary. The Homo lineage evolves and keep evolving but don't think of humans as being created at some point and then eventually evolving. Life came to existence 4.6 billions years ago and it is evolving and diversifying ever since but no species has ever been created anew.
Is the evolution a very prolonged progress
The only, non-arbitrary definition of evolution is a change of allele (=gene variant) frequency in a population over time. Such change occurs several times every second in humans. So evolution is constantly occurring. It really does not take much time. However, I realize that when layman ask "How much time does it take for evolution to occur" they mean something of the kind "How much time does it take for a previously absent phenotypic trait to come to existence in a population?". The problem is that the answer very much depend on what phenotypic trait and what are the selection pressures on this trait.
are we going to witness further evolution of the human spieces?
Yes, we had, we are and we will. Humans are still evolving and you might want to have a look at the post Human Evolution in Modern Times.
If so, in which direction?
In plenty of directions in the same time. Each phenotypic trait will evolve (not completely independent of each other though). There is no single direction for a whole species. You should therefore specify the trait of interest for the question to make sense. Again I think that the post Human Evolution in Modern Times will help you.
Want to have a basic understanding of what evolution is?
Understanding Evolution (UC Berkeley) is a free online very introductory course to evolutionary biology. It will help you to very quickly raise you level of knowledge of evolutionary processes.