I have never built a coal fired boiler, but am aware of some properties of burning coal (from a little bit of blacksmithing) that will need to enter into your thinking about building such a boiler.
First, you will need to provide some form of positive draft to get it going when first firing off. It is a rather slow starting fuel, and until it gets going well enough to create its own draft, it will need some help.
Next, it can burn really hot, so you will want some form of liner within your firebox that keeps the fire from direct contact with the outside surfaces, or they may well start glowing orange, and depending on what they are actually made from, even start losing shape, sagging or outright melting.
To follow on from that previous thought, pick your construction materials well as they must be suitable for high temperature operation, especially your fire gratings, which must be open enough to allow plenty of air passage, yet small enough that your coal doesn't simply fall through.
Following that last thought, you also must provide some form of catch tray under your fire gratings that is also capable of catching very high temperature glowing embers that will continue glowing hot for some time to come after dropping through your grate. It must also be easily removed and dumped when necessary.
You will need to design the whole setup such that you can directly access your flues, so they can be brushed out occasionally, as coal often leaves fairly thick deposits that will interfere with proper heat transfer of future firings.
Hope any of that helps with your thinking about this project, but I also hope it doesn't discourage you any. We would all love to see whatever you come up with along these lines. Certainly, it has been done a million times before, you just need to get the right info from the right people so that you can get it done the right way!!!
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