To see if your coordinate system already is supported with FME and how to create your own coordinate system, please refer to the answer to this question: https://knowledge.safe.com/questions/41372/how-do-i-create-a-custom-coordinate-system.html

and the documentation for Custom Coordinate Systems can be found here: https://docs.safe.com/fme/html/FME_Desktop_Documentation/FME_Coordinate_Systems/Workbench/coordinate_sys_custom_about.htm

@lucho Here is the shortcut URL to the Coordinate System builder: http://fme.ly/coordsys

We don't usually define coordinate systems for mm, cm or in, which is often required by older FME Smallworld readers and writers. I think the newer versions of the Smallworld plugin (Sworld 5.x) should support the default coordinate system instead of the world coordinate system. But I don't see your Lambert Conical for Mexico in our coordinate systems list. @gabriel_hirsch 's links give you the documentation on how to add the coordinate system to your FME install.