How to create a coordinate system as in the picture?
Please read this: READ FIRST: How to post and use Wolfram Community
Especially bullet point #5
Khalid,
Try looking at the documentation for Inset, this probably does what you need:
Here is a basic example of a Graphics[] object rotated with Inset at various angles:
Graphics[
Table[
Inset[Graphics[{RandomColor[], Circle[{0, 0}, {1, 0.5}]},
Axes -> True, PlotRange -> 1], Center, Center,
Scaled[1], {Cos[p], Sin[p]}],
{p, 0, \[Pi], \[Pi]/20}]]
Inset is a very neat way of doing it, I didn’t know it could rotate! This will, most likely, be the easiest solution!

