Barring the other definitions of "when" and "while," "When" means that the action has not yet occurred, and you must wait until it finishes to proceed. "After the coal is burned (action 1) chemical energy is turned into heat energy (action 2)." In this case, the heat energy is transformed after the coal is burned. "While" means "during" or "as." The two actions occur at the same time. "As the coal burns (action 1) chemical energy is turned into heat energy (action 2)." In this sense, heat energy turns during the burning of the coal.