Most of the existing structural models of coal macromolecules are based on indirect characterization, which cannot reflect the real product structure of coal pyrolysis. This study focuses on the construction of the real structural units of de-ashed Shendong coal (RD) and its vitrinite (VD) and inertinite (ID). Two pyrolysis modes of fast pyrolysis–gas chromatography/mass spectrometry (Py-GC/MS), Thermogravimetry (TG), Fourier transform infrared (FTIR) as well as rapid infrared heating (RIH) were used to obtain the pyrolysis properties and product composition distributions of each coal. A strategy for structural unit construction of coal, termed “Molecular Reorganization”, is introduced to ensure that the original structure of the coal can be reproduced. Macromolecules produced by multi-step pyrolysis in the low-temperature region were used to assemble the real structural units of coal. The pyrolysis pathways of the oxygenated compounds in the constructed molecular unit models of RD-C70H50O9N, ID-C101H62O13N2, and VD-C71H43O9N were analyzed by density functional theory (DFT). The results showed that the reaction energy for the pyrolysis of ID fragments to phenol was higher, with fragments 1 and 2 being −4212.98 kJ/mol and −2190.83 kJ/mol, respectively.