I basically want to import all my 3d models to game engines like Unity,Unreal Engine 4,Xenko etc .
I wanted to ask that do all engines have the same co-ordinate system as Unity.
I am not sure what you mean by co-ordinates? Basically all 3D models in every instance of every program have an x,y,z co-ordinate. That is what makes them x1,y2,z3-D models. Those co-ordinates will be relative to themselves and can be moved any where in your world. Flipped, rotated, scaled and what not. Can you maybe clarify what you mean?
Since I don’t do gaming, and have never used Unity, Unreal Engine and similar software, I’m not exactly sure what Makarand is asking about the coordinate system, but I do know in many of the non-gaming 3D software I use, the Y and Z coordinates are opposite to Blender.
IOW, Blender’s coordinates are X (horizontal/right and left), Y (front to back), and Z (vertical/up and down). In the 3D software I use most often, the Y and Z coordinates are switched, so that Y is vertical/up and down, and Z is front to back. Therefore, I have to be sure to switch them when I import the model, or it will come in lying down on the ground/foor in that software.
Section 2, Lecture 36 starts to cover this. You may want to go back and review that section. I am just starting it.
no–Unity has Z axis forward and Y axis up, X axis right. Unreal has Z axis up, X axis forward, and Y axis horizontal (I forget if left or right).
But if you import to Unreal from FBX (Use Blender to export to FBX) and to Unity from Blender directly, it is automatically adjusted to be correct.
OK, I haven’t had a need to export in FBX format, so didn’t know it adjusts it automatically in that fashion. Nice feature for sure.
I’ve also never come across a 3D app, yet, that has the coordinates setup as Unreal does. Interesting, and confusing, to those who’ve never come across it before. I know I was surprised the first time I modeled a prop that I exported as OBJ, and then imported it into another 3D app, which landed the prop lying down on it’s side. Now I’m used to it, so adjust it while importing, but the first few times I thought I was going crazy. 
Thank you.