I can not understand this circuit diagram
Are E1 and E2 electrolytic capacitors and C1 and C2 Ceramic
  Capacitors?


E1 and E2 are polarised. electrolytic capacitors. C1 &amp; C2 are unpolarised &amp; could be ceramic


  What is the value of C2? Is it 2.2 nF? and what is the meaning of /Y
  next to its value?


The value of C2 is 2.2nF. The Y means the safety type of capacitor. X are good across lines and Y are good for line-Chassis. Its all associated with their failure modes.


  What are the numbers that are around transformer pins? Is number 5
  connected to ground?


They are the pins of the Transformer and yes pin 5 is connected to some reference point that maybe ground, maybe chassis. A larger grounding scheme would be needed to confirm this 


  What are J1 CEE7.5/2 and J2 CZM5/2? I think they are simply output and
  input.


These are input and output connectors/headers.


  What is the turns ratio? If I need a 5 v output, Should I change the
  ratio?


There isn't enough information to state either way unfortunately.