Coyote Linux distribution does not have build in support for IDE interface, so it's not possible to use it with Hard-drive of Compact Flash drive with IDE interface. Luckily there is a project called BrazilFW, it allows you to use any HDD of IDE compatible flash drive with Coyote Linux. After Coyote Linux development was discontinued, BrazilFW project was formed and today it has a lot of new features and updates.
Using HDD or Compact Flash IDE drive with BrazilFW has a lot of advantages. Some of them are listed here...
No special steps are required. HDD instalation is included in BrazilFW windows disc creator wizzard at it's last step.
The situation is the same as with HDD. No special configuration is needed, but you will require Compact Flash card with IDE interface.
There are a lot of Compact Flash to IDE adapters on the market, just search google for the phrase Compact Flash IDE Adapter. Internally Compact Flash already has IDE interface, only the connector is different. IDE adapters are quite cheap and small Compact Flash cards are quite cheap too.