in version 0.8.5.9 the research station was removed. You need to use the nursery to age your babies up to adult age. For the Nursery, you need a slave collar, a baby, and 5 bottles of milk.
For Milk, you can milk the MC while she is pregnant. Press F, then select Player from the radial menu and one of the options will be milk breasts. You need to have empty bottles in your inventory before you can actually milk the MC.
For the Slave collars, there are a few slaves you can find and free in some of the dungeons. When you rescue them you get a slave collar. There is a NPC in Greycott (Mira, I think) that you can entice 3 times and turn them into a follower which grants you a slave collar. That NPC will eventually respawn, so you could charm her again and 'farm her' for collars.
For coal: Look for any area where there are bears roaming around. There should be a rock pillar in that same area and you should be able to find coal all around the base of that pillar.