The phrasing of this question is ambiguous, and I think the missing blanks are items specific to your teacher's notes. Several terms and combinations of terms could be used to fill them. Instead, let me address what is happening in the burning of coal, and perhaps that will help you identify the terms your instructor intended to go in those slots.
Coal is principally composed of carbon, with numerous contaminants like sulfur and nitrogen. The burning of coal is actually an oxidation reaction, where oxygen from the air is added to the carbon to form gaseous carbon dioxide. The oxidation reaction is exothermic, producing substantial heat, but it also breaks away individual carbon atoms from the solid coal to form gaseous carbon dioxide. This conversion from a dense solid to a voluminous gas also creates air pressure. The mechanical force of air pressure isn't directly used to create electricity in coal-fired power plants, although it is relevant in engines and generators that burn oil or natural gas. Instead, the heat from burning coal is used to boil water, and the steam from that reaction is used to turn the turbine of an electrical generator. Through understanding this process, we can deduct that two possible types of energy given off during the burning of coal are heat energy and light energy.
A very nice animated schematic of coal power generation may be found at the Duke Energy website linked below.