Most power plants grind up the coal as fine or finer than flour and then "inject" it into the boiler firebox with air--kinda like turbocharged coal--this process greatly reduces the emissions and increases the heat. Fires I've seen using this technique have a blue flame just like natural gas fires and burn almost as cleanly. Remaining emissions are processed through a bagger that captures any remaining bad things. As far as steam locomotives, in the old days they often burned "pit run" coal that was made up of everything from coal the size of sand to big lumps, when stokers came into use, they had to buy stoker coal (coal that is crushed like crushed rock and is of consistant size) otherwize the stoker would clog and the fireman would have to hand fire the locomotive---if he could do it fast enough to keep up steam--often not the case.