There are two separate issues here - power and protection:
Extension cords are (or should be...) rated for the amount of power they can handle, but basically the thinner the wires, the less power it can safely handle. The rating of the surge protector (2,500W is actually a lot - in the US typically I see 1,875W which is based on 15A @ 125V) is not actually the most important number. What really matters is the power you expect to use, which is the power required by the computer, monitor, lamp, etc. A typical computer might be 200W - 600W, so you are typically looking at well under 1,000W of actual usage. One big exception is if you are connecting a laser printer - they can draw quite a bit of power when printing.
Everything needs to match, with no shortcuts. Your sample picture doesn't match at all. The surge protector shows one type of receptacle (European?), the extension cord shows a US-style 2-wire polarized receptacle (no ground) and the wall receptacle is a US-style 3-wire grounded receptacle.
If any devices require grounding (i.e., 3-prong plug) then everything should be grounded with the same style plug. Typically computer power supplies require grounding, and surge protectors definitely require grounding. So that leaves the extension cord and the wall receptacle. It is easy to find 3-wire grounded extension cords. It is not always so easy to change the wall receptacle to provide grounding, so if you only have a 2-wire receptacle then this becomes an entirely different question.
Assuming you have a 3-wire ground receptacle and you have 3-wire everything else to match and your extension cord is rated at or above the combined rating of your attached equipment (computer, monitor, lamp, etc., fan) then you should be fine. But for safety's sake (including tripping hazard) get an extension cord as close as possible to the required length - e.g., don't get a 100' cord (even if it is on an awesome sale) if a 10' cord will do just fine.