How to interpret correlation angle from frequency domain Since the coefficient of one frequency could be seen the length of the signal projects on that frequency basis. 

And the length is
$$|a|\cos\theta= \frac{a\cdot b}{|b|}   $$

If I divide the coefficient by $|a|$, how to interpret the correlation cosine angle from frequency domain?
If your signal is a single pure tone and your basis is a single pure tone of the same frequency, then the "angle" directly corresponds to the phase angle between them.  When they are totally in phase, the angle will be zero.  When they are totally out of phase, the angle will be $\pi$.  If the angle is $\pi/2$ then the signal is orthogonal to the basis.