How do I create license/product key for my Desktop Game?

I want to make a desktop game with serial number system. But I didn't find any tutorial resource. Is it possible with Construct ?

You can generate a hash as part of the serial number, and check if the hash is correct in the game. If you want to make sure that only one copy of the game can be activated with one serial number, you'll have to set up a server to validate serial numbers online.

Just be aware that these copy protection methods are not very strong, and it will be quite easy to hack your game.

So what's the better way to protect my desktop game if serial key system is too weak?

At the end of the day it's just not worth the time and money to set up protection schemes for Indie devs, that's why you'll almost never see them. For most it's not a big deal, and people stealing your games and it's code/assets is just apart of the business sadly - but that certainly hasn't made websites like gog.com (drm free) suffer.

So don't worry about it so much, and just make a kickass game that people are excited to purchase. (A free demo can help in that regards too!)