-Yes.
or can I legally change job?
-Yes.
Called a lawyer and he said legally I am not allowed to change job because the current company sponsor my I140. He said I have to work with the current company.
-I do not agree with this lawyer.
What does it mean? - I do not want to tell my current employer that I plan to leave before I know I can legally work for the new company. The lawyer in the new Company does not think it is a problem at all - so I am confused.
2. Does the new company need to inform my current company when start transfering my H1B?
-No. It is irrelevant to your currrent (old) company. Your current company will kbow nothing about your h1 transfer unless you tell them.
I hope my current company does not know anything until my H1B transfer is approved with the new company.
3. Is there any risk if I start with the new company before the H1B transfer is approved?
-No problem. One thing you need to concern about is that if you have not filed I-485 yet, you can not use your current approved I-140 to file I-485 unless your I-140 is based on NIW/EB1A.