- To transport any cargo, you need a station building on both ends that accepts/stores cargo (for the purpose of stations accepting stuff, there are only the three categories passengers, mail and cargo). It doesn't have to be a coal tower. For example, a cargo hold (I forgot the actual name) on a road next to a railway station will allow you to unload any cargo from trucks, but also trains.
The two industries must be linked, i.e. the actual consumer must show up in the list of linked industries at the producer (the companies that the coal mine "has a contract with").