Studying interaction between electrons is one of the main focus of modern solid physics, which underlies many-body phenomena such as magnetism and superconductivity. The most direct experimental approach to electron-electron interaction is double photoemission (DPE), where one single photon excites the emission of two electrons. Within the scope of this thesis a worldwide unique DPE setup was built and applied to energy- and angle-resolved DPE on correlated electronic systems with different correlation strength. The DPE setup consists of a vacuum ultraviolet light source based on the high-order harmonic generation, which is developed from this work, as well as the two time-of-flight spectrometers to analyze the electron pairs. In addition to a detailed description of the setup, DPE on weakly correlated electronic systems like Ag and Cu is compared with the strongly correlated NiO and CoO.