Most stars form in Giant Molecular Clouds (GMCs) and regulate the evolution of galaxies in various respects. The formed stars affect the surrounding materials strongly via their UV photons, stellar winds, and supernova explosions, which lead to trigger the formation of next-generations of stars in the GMCs. It is therefore crucial to reveal the distribution and properties of GMCs in a galaxy. The Magellanic System is a unique target to make such detailed comprehensive study of GMCs. This is because it is nearby and the LMC is nearly face-on, making it feasible to unambiguously identify associated young objects within GMCs. Recent millimeter and sub-millimeter observations in the Magellanic System have started to reveal the distribution and properties of the individual GMCs in detail and their relation to star formation activities. From the NANTEN CO surveys, three types of GMCs can be classified in terms of star formation activities; Type I is starless, Type II is with H ii regions only, and Type III is associated with active star formation indicated by huge H ii regions and young star clusters. The further observations to obtain detailed structure of the GMCs by Mopra and SEST and to search for the dense cores by ASTE and NANTEN2 in higher tansition lines of CO have been carried out with an angular resolution of about 5 to 10 pc. These observations revealed that the differences of the physical properties represent an evolutionary sequence of GMCs in terms of density increase leading to star formation. Type I and II GMCs are at the early phase of star formation where density does not yet become high enough to show active star formation, and Type III GMCs represent the later phase where the average density is increased and the GMCs are forming massive stars.