Early on, you may have only a few and have to make coal, destroy the kiln, smelt, destroy the smelter, make coal again.... until you have found 10 of the darn things.

you can also burn food for coal, which is *great* if you have a deer or lizard farm (this is pretty much just having your home where these spawn in quantity and the bad guys kill them for you) and its even better once you can do 5 on a rack (youll get there). The firey guys drop coal too (also swamp). I don't use the kiln much anymore, usually have enough horded coal to do a boatload of ore.

good luck!