If you heat diamond in vacuum or other inert low-pressure environment, it first turns to graphite and then at higher temperatures sublimes straight to vapor. Calculations suggest that if you heat it to 5000 K (almost the temperature of the sun) at 10 GPa of pressure it might melt.
Charcoal is formed by heating wood in absence of air. Basically, we try to remove water and other volatile constituents to enrich it in carbon content. Whereas diamond itself is pure form of carbon.