This is how you create a rectangular coil. I'll show you in 30 easy steps how you manage to do this in Solidworks 2014.
Feel free to comment or ask questions, but please note that I'm quite new to CAD as well so I can't answer all questions you have!
So, in the next 30 steps you will generate a 50x20x40 iron core with a 1 mm copper wire coiled around it. Here's how;
Answered with a tutorial: https://grabcad.com/tutorials/tutorial-how-to-generate-a-coil-around-a-rectangular-object-in-solidworks
Nice first tutorial!