I'm looking for a software in which I can make images of this kind.
For Windows, Linux and Mac, Solvespace will allow one to create three dimensional objects in a parametric as well as free-form manner.
Text and dimensions are part of the program's features. The web site provides tutorials and other useful reference material.
If you did not have the requirement for dimensions, OpenSCAD would have been a good choice. There may be a library for OpenSCAD which supports dimensioning, but I doubt the arrows would be part of that option.