Rare Earth-Barium-Copper-Oxide (REBCO) high temperature superconducting (HTS) coated conductors (CCs) are one of the best candidate materials for high-field magnets. However, due to its laminated structure, each component materials of the CCs are inevitably subjected to residual thermal stress and electromagnetic force during heat treatment, processing, cooling, coil winding, and operation of the magnet structure. It causes changes in its superconducting properties, and even leads to irreversible degradation of superconducting critical characteristics, brittle layer fracture and peeling delamination within the coil. To reveal the synthesis of the tape and the stress state of the high-field coil under multi-physical fields. The residual thermal stress/strain accumulation of each component material of the tape is investigated under two thermal processing and manufacturing methods by combining analytical theory with numerical calculation. In which, the two thermal processing methods are metal-organic chemical vapor deposition (MOCVD) process and one-step cooling simplified process respectively. The results show that the residual thermal stresses accumulated by five materials, Hastelloy, Buffer, REBCO, Ag and Cu, under the step-by-step synthesis process are about 14.7%, 97.3%, 96.3%, 80% and 49.2% of the simplified model, respectively. And the residual thermal strains are about 15.1%, 96.8%, 95.2%, 85.2% and 27.5% of the simplified model. In addition, after the five materials are manufactured according to the step-by-step thermal processing process, the accumulated residual thermal stresses are about 1.88%, 86.3%, 61%, 114.3%, and 34% of their respective yield strengths, respectively. The elastoplastic mechanical behavior of the magnet under the background of high magnetic field and strong current is also studied. The results indicate that the maximum values of effective and hoop stresses in each component material of the coil are distributed in the innermost side of the magnet, and decrease gradually along the radial direction of the magnet. In the innermost coil of the magnet, the effective stress of each component material increases with the increase of the transmission current. When the transmission current Iope = 183 A, the material Cu reaches the yield strength and enters the plastic deformation stage. Whereas the material Hastelloy reaches the yield strength and enters into the plastic deformation stage when the transmission current Iope = 222 A.