Coalitions are similar to alliances, but the coalitions are only active in one game. So you have to create a new one for every map you play on.
First and foremost coalition members can win the map together and achieve shared victory rewards. Additionally coalition members can communicate effectively with an own coalition chat as well as a shared diplomatic conversation. Besides that, when coalition members take back core provinces from an enemy they automatically trade these core provinces back to the coalition members who originally owned them.
In the upper left corner you can find the button to open the coalition menu.
Create a coalition
To create a coalition you just have to click on the create a coalition button. Then you can enter a name, description, and picture for a flag. Make sure the picture is not too big, otherwise you cannot upload it. Once you have created a coalition, other players can apply for it.
Join a coalition
To join an existing coalition you have to click on the info button and apply. The coalition leader will then receive your application and decide about it.
Leave a coalition
To leave a coalition, just click on My coalition and use the Leave coalition button.