In a nutshell, the difference between coaching and therapy is this: coaching tends to be future-oriented and focused on helping you achieve your goals, whereas therapy tends to be past-oriented and focused on issues from your past.
This is a simplified way to look at it, and is not always the case—some coaching questions will naturally lead you to analyze or focus on the past to understand what has influenced your current beliefs, and some therapy sessions will focus on setting goals for the future.
But in general, a coach is mainly interested in helping you make quantifiable changes in your life so you can reach your goals. They will help you become aware of your greatest talents and any blind spots that hold you back from reaching your goals, plus they will hold you accountable throughout the process to keep pushing you forward.
Therapy often does not have a specific, targeted direction. A therapist is there to discuss anything with, but generally will not serve as an accountability partner and will often focus sessions primarily around past traumas or conflicts.