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I used the pi calculation with coarrays from an Intel tutorial. The ifx seems to compile and build the executable, but when I try to run it the program explodes and claims it is not finding the msl.dll. The imsl dll of course exists in the oneAPI directories.
The sanctioned solution from the Intel employees (as a solution to the imsl.dll problem, not the coarrays) is to run the program with the help of the mpiexec. Well, this is totally ugly. I ran coarrays programs a couple of years ago, directly from Visual Studio, without mpiexec. To set up Visual Studio to run the program with mpiexec is a very serious headache (see the above Intel-sanctioned solution).
There is another aspect, I develop programs, not only run them, I need a debugger. Using all this brouhaha with mpiexec takes the debugger out of the game. One can not use it.
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I wrote that tutorial and it does not use IMSL.
As for debugging, see How to Gain Control of Debugging a Fortran Coarray Application (which I also wrote).
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IMSL has never been a part of the Intel oneAPI offering; it was an optional component of Intel Parallel Studio up to about ten years ago. Did you perhaps mean MKL? (The coarray tutorial doesn't use that either.)

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