You need to have both equations in a single DSolve function–otherwise there is no way for DSolve to know that there are two simultaneous equations. Also note that your wx'[t] should be w x'[t]: i.e., a space between the w and the x. Similarly for the wy'[t].
With that said, here is the form for DSolve that you want to use for these two simultaneous differential equations in x[t] and y[t]:
DSolve[
{y''[t] == w^2 y[t] - 2 w x'[t],
x''[t] == w^2 x[t] + 2 w y'[t]},
{y[t], x[t]}, t]
This gives a result in terms of unknown integration constants C[1], C[2], C[3], and C[4]. If you have initial conditions you can include them in the first argument list of the DSolve and the integration constants will be determined in the soluttion.
Thank you, this is very helpful. I do have initial conditions, so I have switched to NDSolve. My code is in the screenshot. What is the problem with the way I have input the initial conditions?