With the increase of both current-carrying capability and mechanical performance, 2G HTS tape is gradually becoming the dominant materials in the high field magnet. HTS coil co-wound by the REBCO coated conductor and insulated material is the insert coils, while the LTS coils usually provide a high background field. Both LTS coils and HTS coils together contribute to a high central magnetic field to meet the design requirements. However, due to the shielding current effect in coated conductor, the central field contributed by the HTS coils deviates from the design field. Moreover, HTS coils in normal operation would withstand the large electromagnetic force. Under the combined effect of electromagnetic force and thermal strain, the coated conductor may experience a large deformation. Investigations of the electro-mechanical characteristics in REBCO coated conductor is vital as the large strain in superconducting layer would cause the degradation of critical current. Thus, 2D electro-mechanical coupling numerical model is adopted, in which the Ic degradation caused by the strain is taken into account. The profiles of magnetic field and current density in HTS coils are presented for the cases with and without the electro-mechanical coupling effect. Then, the effect of shielding current on the distributions of magnetic field in HTS coils is discussed. The profiles of stress and strain of HTS coils in high field are calculated. The maximum stresses in the coil for different cases are also analyzed.