A rail gun requires:
2 long conductive rails
1 battery or other power source
1 condutive/ferro-magnetic object (slug or sabot)

A coil gun requires:
1 or more coils of wire
1 or more capacitators
1 battery
1 ferro-magnetic slug

so think of them like this:
rail gun requires a long space in which to put it and a steady power drain during acceleration (which is rapid)
coil gun in complex, produces a strong EM pulse and drains energy while the capacitators charge.
both can accelerate projectiles to hyper-sonic speeds (imagine the recoil and the knockback :])