How do I engineer a system for my own system

The idea is to make my own device in terms of the system and the same device Hardware and software I know how to program a system But I don’t know what the hardware will be like here is the problem the question is
How can I build or engineer my own device and run my own system on it?

It sounds like you need a micro-controller/micro-processor type of “system”. I advise you start looking at different control boards. You’ll need a lot more detail for anyone to know what you are trying to accomplish too. Do you know what limitations your system will have (do you need certain outputs, inputs, converters, interfaces, current and voltage limitations, etc…) There are a ton of things to consider if it is some sort of controller. Usually, control boards have recommended circuitry in their various datasheets (resistors, capacitors, and sometimes inductors with values required). If your system is entirely unique, you have to build your controller from the ground up though, which is much harder.