A coalman is a man whose job was to bring sacks of coal to people's houses. He is a delivery worker, not a miner who digs the coal out of the ground. The job was common in countries that heated homes with coal; it has almost gone where people use gas or electricity. You will hear older speakers use it, and you will meet it in older stories. The ending -man here means a person who does this job, the same pattern as postman.