The coil is the unit that supplies the voltage to the spark along the spark lead.
Why did they advise you?
Is the car not running smooth?
Don't know the configuration of the clio, but the Fiat Punto my wife had 2 coils and they used to fail every 2 or so years but it was a common problem and you would know one was gone when the car started misfiring.
If you can find where it is and access it easy enough, its just a matter of loosening off the bolts securing them, unplugging the lead and replacing.