How do you transform a curvy coordinate system to that in euclidean space? An example will be greatly appreciated.
I presume that by "curvy coordinate system" you mean "a coordinate system that is not Cartesian"?
The space is going to be Euclidean or not no matter which coordinates you use; I posted an example for a two-dimensional Euclidean plane in which the "curvy" coordinates are polar coordinates in your other thread.