Hi.
Air is a mixture of gases, like Oxygen, nitrogen, hydrogen etc.
Coal is combustible. This means that it can burn, to give heat.
When coal burns, we get carbon dioxide, some carbon monoxide and water as product.
If air is present during distructive distillation of coal, then, coal will burn. This is because coal is combustible and oxygen in air supports combustion. So, products will be CO2 ,CO and water. We will not get needed product.
To prevent this, we heat coal in absense of air. The main process is to remove oxygen , so that coal won't burn.
By doing this, we get necessary products.