How does PS draw a coat? The texture of the fabric.
Open photoshop and create a new canvas. Hold down shift+F5, select "Color" in the pop-up fill dialog box to fill, and then select gray in the pop-up color selection box.
Ctrl+J copy the background layer, and then go to Filter-Noise-Add Noise. Make sure that the Monochrome column at the bottom is selected.
Go to Filter-Blur-Dynamic Blur with an angle of 0 and a blur radius of 10-50px.