The burning of fuels is a major source of atmospheric pollutants. Most fuels, including coal, contain carbon and/or hydrogen, and many also contain some sulfur. When a fuel burns completely in plenty of oxygen, the carbon forms carbon dioxide and the hydrogen forms water vapour.
If the supply of oxygen is limited, incomplete combustion happens. Some of the carbon forms carbon monoxide instead of carbon dioxide. Some carbon may not burn at all and is released as solid carbon particles called soot. Unburned hydrocarbons can also escape, and soot and unburned hydrocarbons form particulates in the air.
The sulfur in a fuel burns to form sulfur dioxide, SO2. Oxides of nitrogen form in hot engines, where the high temperature makes nitrogen and oxygen from the air react together.
To predict the products of burning a fuel, look at what the fuel contains and how much oxygen is available. A fuel made of carbon and hydrogen only, burned in plenty of oxygen, gives carbon dioxide and water vapour. If it also contains sulfur, sulfur dioxide is made as well. If oxygen is limited, expect carbon monoxide and soot too.