How to view great works of all other civs?

No, unfortunately there is not. While it would be great to be able to view them in a screen similar to that of your Great Works, the trading screen is your only option.

However, depending on how familiar you are with the game, looking at the Great People screen, particularly the history of recruited Great People, might give you an indication which civilization may have the Great Work you are looking for, based on the Great People they have recruited.