A coaching session in its simplest format is a conversation, where the coach uses tools and asks questions that will help the client to develop an action plan to help them get where they want to be. Unlike mentoring or counselling, rather than providing advice, coaching helps you to unlock your own answers and solutions, because these are what will work best for you.
Coaching is confidential - what's said in a coaching session stays in a coaching session. Even with that in mind, if you don't want to share the full details of your circumstances and that of your loved ones that's fine, after all coaching is about you.
Coaching works best when the client wants to change something that is in their control to change. You may not be able to click your fingers and change your loved one's situation, but you can develop strategies to help you to support them.