In SPSS, I can perform the cox regression analysis and get the Kaplan Meier curve. But, how do i create a 'number at risk' table to my Kaplan Meier curve's x axis in SPSS?
Sadly I don't think this can be done in SPSS. I would also recommend the survminer package in R - it has a number of risk table options, and is very customisable. This website gives a good overview: http://www.sthda.com/english/wiki/survminer-r-package-survival-data-analysis-and-visualization
In my experience, you could perform a "life table" in the SPSS, and record the "number at risk". Then you could add the survival curve and a table in a blank PPT. You should add the number at risk in the table, and combine the table with the survival curve. Finally, save them as a new figure. This figure includes the "number at risk".
What I did once was exactly what Lei-Lei described. But you will feel insecure doing that because the number of patients at risk the life table provides will be a little bit different depending on how many "time points" you divide your life table. That was the main reason why I started to use R, which is more difficult, indeed, but is better. You can use MedCalc instead. It works in a very similar way (as easy as SPSS) and it will give you the 'number at risk' table. Stata also can give you that, but I don't remember if you need to code the syntax as you do in R.