There are health benefits too! Coal produces sulfer when burned which can combine with water in your lungs creating sulfuric acid (acid rain) as well as the water in your sweat. If this helps someone have a better experience blacksmithing, I will be happy.
Here I describe how I made a charcoal retort. This is also known as the "indirect" method of making charcoal. Basically you take a metal container and cook it until all of the volatile gasses leave the wood.
Step 1: Make the container
I took some 3 inch round steel tubing and made the retort tube.
This is a tube which takes gasses from the wood as it is heated, and redirects them to where they can be burned to add to the heat for charcoaling the wood.
You can see from the image that I made the bends using miter cuts. If you don't have the tool to make these cuts, you can use Black Pipe and fittings. That would increase the cash outlay, and since I had this stuff waiting for a use, I used it.