Problems when I built my simple system

As the warning says, you can have only one data vector. You should put together the real and imaginary parts of the sample in one single 36-bit data vector.

You need to instantiate your SOPC system in your top level file. If you use the graphical tools, SOPC builder generates a bdf file for you and you can integrate the symbol in your design. If you use vhdl you can have a look at the bottom of the fir_fft_sopc.vhd and look for the test bench. You can them copy-paste the code that declares and instantiate your SOPC component.