In this paper we first investigate the existence of the generalized Fourier-Feynman transform of the functional F given by $$F(x)={hat{ u}}((e_1,x)^{sim},{ldots},(e_n,x)^{sim})$$, where $(e,x)^{sim}$ denotes the Paley-Wiener-Zygmund stochastic integral with $x$ in a very general function space $C_{a,b}[0,T]$ and $hat{ u}$ is the Fourier transform of complex measure ${ u}$ on $B({mathbb{R}}^n)$ with finite total variation. We then define two sequential transforms. Finally, we establish that the one is to identify the generalized Fourier-Feynman transform and the another transform acts like an inverse generalized Fourier-Feynman transform.