Understanding the mechanisms governing coal pyrolysis reactions, particularly in relation to the coal macromolecular structure, is crucial for improving energy efficiency and facilitating the transition of coal into a clean energy source. This study employs cutting-edge techniques, such as High-Resolution Transmission Electron Microscopy (HRTEM) and Thermogravimetric Analysis coupled with Fourier Transform Infrared Spectroscopy and Mass Spectrometry (TG–FTIR–MS), to analyze lignite and its residual solid samples subjected to pyrolysis across a range of temperatures from 300 °C to 1100 °C. The variational characteristics of the macromolecular structure during coal pyrolysis are examined. Utilizing molecular dynamics simulations, we analyze the evolution mechanism of the macromolecular carbon structure of organic matter during the coal pyrolysis process. The results show that the pyrolysis can be divided into three distinct phases: activation (30–300 °C), pyrolysis (300–650 °C), and condensation (650–1200 °C). During these phases, the coal structure undergoes complex transformations, including folding, twisting, shedding of small molecular side chains, and breaking of macromolecular side chains, ultimately leading to the directional arrangement of structural fragments. The structural units initially undergo decomposition, followed by growth and alignment in a certain direction. The spatial distribution of aromatic structural units evolves from local ordering to complete disordering, culminating in larger-scale, three-dimensional ordering. The order of bond breaking within the macromolecular structure of lignite pyrolysis is: oxygen-containing functional groups (such as C–O and COOH) > aliphatic structure (N–C and C–C) > aromatic structure (CC). By uncovering the reaction intermediates and pathways involved in lignite pyrolysis, this research provides a comprehensive quantitative description of the coal pyrolysis process. These insights offer invaluable theoretical support for the industrial-scale pyrolysis of coal, paving the way for more efficient and sustainable utilization of this crucial energy resource.