Terahertz wave, expected to apply spectral analysis and imaging, has recently developed both source and detector components. For the terahertz source, the coherent radiation from electron linac is expected to be the high power terahertz source. At Waseda University, we have been studying high quality electron beam generation using Cs-Te photocathode RF-Gun and its application. We tried to generate terahertz wave by the coherent radiation and to measure its spectrum by a time-domain spectroscopy (TDS) technique. Adopting this technique, ultra-short laser pulse is needed as probe light. A terahertz waveform appears by delaying the timing of probe pulse. A spectrum of terahertz wave is also led by the waveform, by using the Fourier transform. We succeeded in constructing the probe laser system operating at 119 MHz repetition rate. The pulse duration was compressed down to 190 fs (FWHM) by using pulse compressor. We also succeeded in measuring a terahertz radiation from a photoconductive antenna. In this conference, we will report the outline of our terahertz TDS system, recent progress of our laser system, and terahertz wave generation and detection, with the future prospects.