Coal ore is an important resource, because when it is mined, it drops Coal, which is used in recipes to smelt raw materials. The resource block in its original form can not be obtained currently.
Coal ore naturaly spawns under the ground, and sometimes it spawns on the surface on mountain slopes. It spawns from as high as the surface to bedrock.
There are no recipes with coal ore, since it can't be possessed. Smelting recipes are on the page of coal.