Can I modify the cable included in the box of DDJ-WeG3 to connect 30pin iPhone/iPad?

No, you cannot modify the connector.

If you want to connect 30pin Dock iPhone/iPad to DDJ-WeGO3, please use a separately-sold cable, DJC-WeCAi30.

The models compatible with DJC-WeCAi30 are iPad (3rd generation), iPad2 and iPhone 4s.

For details of the compatible models, please see the Pioneer Support page.