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In this master project, we design, assemble and implement an upgraded design of a cavity-microscope system for cold atom experiments, which combines a high-finesse optical resonator and a high-resolution microscope. The cavity-microscope system is aiming for spatial-resolved engineering of strong atom-photon interaction. The strong atom-photon interaction is achieved by aligning the cavity near the concentric limit to enhance its cooperativity while the spatial-resolved engineering is realized by the microscope. The previous implementation of the cavity-microscope system encountered some challenges in aligning the near-concentric cavity and maintaining its optical stability due to the high misalignment sensitivity. A new systematic alignment and assembling procedure is developed to answer these issues. The procedure is validated by the success of the implementation, with around 4 µm of effective cavity mirror shifting is observed during the last assembling step, which well remains in the tolerance regime of misalignment. The first cavity, which serves as a testing cavity, is successfully implemented by the completion of this thesis with a final geometry of 200 µm from concentricity. The subsequent characterization shows a finesse of 2.35(6) ×10^4 and a cooperativity of 9.32(24). We plan to build a second cavity, with expected double finesse and cooperativity by preliminary optical tests, for future replacement of the current cavity in the microscope experiment at EPFL.