No. 1 - Did you see the post by John Kay? You might want to take him up on that offer.
No. 2 - You need to keep an open mind while doing your search. Coleman may have served with the North or the South or he may not have served at all.
No. 3 - Check Alton Illinois prison records. The history said he was taken prisoner and sent there.
No. 4 - Do a search on rootsweb for Nero Coleman. I found a little about the family there.
No. 5 - You might find Railroad records of his employment.
No. 6 - Before the civil War, Russell, Majors and Waddell had a contract to haul supplies to Utah and New Mexico for the Army. There might be records of employees with them.