Coot provides the possibility to download coordinates from an OCA 1. (e.g. EBI) server 2 (File -> Get PDB Using Code...). A pop-up entry box is displayed into which you can type a PDB accession code. Coot will then connect to the web server and transfer the file. Coot blocks as it does this (which is not ideal) but on a semi-decent internet connection, it's not too bad. The downloaded coordinates are saved into a directory called coot-download.
It is also possible to download mmCIF data and generate a map. This currently requires a properly formatted database structure factors mmCIF file 3.