Any origin point and perpendicular set of axes defines a coordinate system.
It's possible to use several different coordinate systems within an application - you just need to know how they relate to each other.
For example, there is typically a "world" coordinate system that is the base for everything else. Each object can have its own, local coordinate system.
When a 3D world is drawn in OpenGL, data in these different coordinate systems must all be converted into the common world coordinate system.
Transformations are conversions between different coordinate systems.