Is burning of coal a reversible change?

If yes how?

I don't think so. No way that I know anyway. It it could be done then the need for more coal to be mined would have stopped hundreds of years ago. Once coal is burned, it forms water and carbon dioxide (essentially) with some sulfur oxides.

How do you put that back together again. It's a little like humpty dumpty.

No, for coal burning to be a reversible change, you would need the ability to take CO2 and turn it back into solid carbon.