How can I create this sort of parallelogram in Illustrator ?
As others have sorta tried to say you can use the Shear tool (Skew is in Photoshop).
Shear Tool location:
What I would be more likely to do is the Direct Selection Tool (White Arrow) and pick two points on a single side of the primitive shape.
Then either up arrow, down arrow, left arrow, or right arrow (or mouse if you prefer) to get the desired result. For this depiction I used the down arrow.