First off, you may not have to add a new coordinate system. I've been working with SW for several years and have never added a new one to anything.
So, that being said, I ask what is it that you want to accomplish? When talking with former ACAD people, there is sometimes some confusion as to where they are - in a drawing or a sletch in a part. If you are trying to create a sketch for a part, just put it on whatever plane you want. If in a drawing, put some lines on the paper and reference them to the model planes.
These are just two examples that I can think of that may be the issue. If I missed your point, please elaborate with the desired goal - just don't give up.
WT