skyrim teleport command

Question

How does the coc command work? When I type in for example coc Whiterun, it works. But when I type in coc Dawnstar, nothing happens

skyrim console commands

There are two main console commands for quick teleport

coc (Center-on-Cell) expects one argument (the cell name) and teleports you there. Obviously, "Whiterun" is a cell, while "Dawnstar" isn't. This is for named (mostly interior) cells, and expects the name as defined in the Creation Kit. The UESP lists those - where known - as "Console Location Code(s)" in their location descriptions
cow (Center-on-World) expects three arguments: The world name (as defined in the Creation Kit) and the X- and Y-coordinate of the cell in question. Tip for orientation: the highest point in Skyrim is in the worldspace "Tamriel", along with most of Skyrim, at the coordinates 13, -13, so you can get there using cow Tamriel 13 -13. The UESP lists those as the exterior location coordinates, where known and applicable.

You can view a complete, searchable list (that is faster and easier to use than UESP) of all the COC cell names in Skyrim here.