A 9.4-T whole-body MRI superconducting magnet system is being manufactured in the Institute of Electrical Engineering, Chinese Academy of Sciences. The main magnet is an assembly of several coaxial coils. In this paper, three full-size dummy copper coils were wound and assembled to prove the coil's winding technology. A cryogenic experiment of the assembly was carried out by putting it into a liquid nitrogen container and testing the cryogenic mechanical properties and the electrical insulation performance. The winding and assembly process, testing apparatus, experimental procedure, and testing results of the dummy coils are discussed. The results show that the thermal contraction rates of the coils in axial and radial directions agree with the calculated results. The electrical insulation performance of the coils in cryogenic environment also meets the requirements.