Let $(X,<)$ be a poset and $G$ a graph with vertex set $X$. Let $E(G)=\{\{u,v\}: u,v \in X\ \text{and}\ u<v\}$. Show that $\chi(G)=\omega(G)$.
$\chi(G)$ is the chromatic number of $G$.
$\omega(G)$ is the number of the vertices in the maximum clique size in $G$.
I don't understand how it is possible to build a partially ordered set with ''$<$'' symbol.
and what does the edge set look like? For me it is always a complete graph.
It seems that you are unfamiliar with the concept of partially ordered sets. Luckily there is a lot of information about them readily available on the internet; see for instance Wikipedia.
Here is a brief overview. A relation $\leq$ on a set $X$ is called a partial order if it satisfies the following three criteria:
Given a partial order $\leq$ we define its corresponding strict partial order $<$ by declaring that $a < b$ iff $a \leq b \wedge a \neq b$. (Conversely, given a strict partial order $\prec$ we may define the corresponding non-strict partial order $\preceq$ by declaring that $x \preceq y$ iff $x \prec y \vee x = y$.)
This is all very abstract; it helps to see some examples.
In your exercise, you are given a partial order on a (finite) set, but you don't know which one it is. It might be complete, it might be trivial, but it's probably something in between. Nevertheless, this turns out to be enough to prove that the chromatic number and the clique number coincide.
Good luck!