I need a View which shows the list of all orders belong to the currently logged in user.
I looked at the Administrators Order View, there are some stuff with Commerce-Line Items but I couldnt figure out how they made that
Create a new view showing "Commerce order" not "Content" as it is by default. Then add a contextual filter for "Commerce Order: Uid" and make it validate as the logged in user.
then you can add all the fields you want for that view
There already is one provided with commerce_order_ui called commerce_user_orders. By default it's available at user/[uid]/orders. It needs the permission View own orders of any type.