Wales - now that's some countryside I'd like to see some day!
sorry, I was thinking you were in the US, where coal is a bit easier to find not the UK. Converting coal to coke really is just a process of heating the coal enough to "cook" out the impurities without getting enopugh air to it for it to actually combust.
Hard anthracite is the best coal, soft bituminous will leave you the most clinkers and slag. (think black, foamy glass at the worst)
If your blacksmith can't help you find good coke, try charcoal to get you started.
if you can't find a good supply, charcoal is easy enough to make - just time consuming. It's also a better fuel source due to the low level of impurities. (you can also use cooking briquettes, but they leave a LOT of ash) with forced air, you can even hit welding temperatures burning plain wood, but it goes away fast.
Basically, the denser the wood, the hotter it will burn. (historical trivia -- charcoal made from willow was considered the best/purest for a lot of uses despite being a "light" wood)
historical reenactors are another source for supplies. the NFPS (if they're still around) or the Jorvik viking center might give you some information on how it used to be done as well as sources for fuel.
good luck and don't forget pictures of projects!