Lena:
A Context Diagram is a special kind of Data Flow Diagram. It is the ultimate "big picture": It is a Data Flow Diagram at such a high level that the entire system displays as a single fuctiion/process. It is used to define system scope.
Now conceptually, there is not much that needs to be done to create a Context Diagram. Simply draw the big circle representing the entire system scope and then draw each of the data flows back and forth from outside world entities to the system. (I assume you have queried on-line or have a book that shows you what a Context Diagram looks like). Presto, majic, in a few minutes you have a rigorous Context Diagram.
And, if you had access to a senior- level person who could, based on his personal knowledge, tell you what the interfaces to and from the outside world to the system are, then, in fact you could quickly create a usable Context Diagram. And there are many on this site and elsewheres who will tell you that that is what you need to do: find the senior level exec who can tell you what all the interfaces are. I suggest that you try it and I wish you luck with that approach, but I do not think you will get anywhere's with it: typically even the most senior level exec can not tell you the info you need to create the context diagram - far from it.
In reality, creating a usable Context Diagram is often a very difficult endevor. I once did a contract job on a larger scale federal government system project that had spent over $150M in analysis and still did not have a Context Diagram - even though the Congressional Budget Office told the project managers that they were going to kill the project unless they did such. You would think that with $150M spent in requirements analysis that a one bubble/box Data Flow Diagram would be simple - but not so.
Issue: It is most often impossible to proceed purely top down and first thing create a Context Diagram. No one knows enough to do such. Creating an accurate Context Diagram requires first creating some lower level Data Flow Diagrams, and then summarizing these upwards into a Context Diagram. I used this approach and, in a couple of weeks, the project that I mentioned had a Context Diagram that enabled the project to continue.
Tony