We toss a coin. If we get head, we win 5 dollars. If we get tail, we roll a dice and have to pay $2 \cdot n$ where $n$ is the number we got on dice. Let $X$ be the value we win in this game. I want to draw a CDF of variable $X$. I defined it as: $$ X = \cases{{5 \ for \ (H, \omega) \ where \ \omega \in \{ 1,2,3,4,5,6\} } \\ {-2 \cdot \omega \ for \ (T, \omega) \ where \in \{1,2,3,4,5,6\} }}$$ The first case looks like this because I need the sample space to be the same for both of them - anyway we don't really care about the second coordinate in the first case. It's obvious that $$P(X=5) = \frac{1}{2} $$ and $$P(X=-2 \cdot \omega) = \frac{1}{12} $$
My main problem here is that I have two coordinates and I'm a little lost. Should I have three axes? I've never seen such CDF graph.

I do not think you need three axes - you have defined the pmf already! So you know that $P(X = -2\omega) = \frac{1}{12}\ \forall \ \omega \in \{1,2,3,4,5,6\}$, and $X$ takes values $-12, -10, -8, -6, -4, -2, 5$. You can define the CDF piecewise, by adding the pmf as required.