The phrase "to have a coat" means to possess or own a piece of clothing that you wear to keep yourself warm, usually during colder weather. Full definition
Many dog owners live with the misconception that because their pets have a coat of fur, they can tolerate the cold better than humans. (dogsnaturallymagazine.com)
Don't have a coat in your team's colors? (makeoverly.com)
I never would have thought of having a coat in that color, but it's gorgeous! (getyourprettyon.com)