One of the challenges facing engineers is to provide clean, sustainable, affordable and reliable electricity. One of the major pollutants associated with coal combustion is CO2. A proposed technology for efficiently capturing CO2 while producing electricity is pressurized oxy-combustion (POC). The first objective of this work is to design, build and demonstrate an exhaust system for a 20 atmosphere oxy-coal combustor. The second objective of this work is to design and build mounts for a two-color laser extinction method in the POC. The POC reactor enables the development of three key technologies: a coal dry-feed system, a high pressure burner, and an ash management system. This work focuses on cooling the flue gas by means of a spray quench and heat exchanger; controlling the reactor pressure and removing ash from the flue gas. Designs and models of each component in the exhaust systems are presented. Methods to test and assemble each system are also discussed. The spray quench flow rate was measured as a function of pump pressure. Theoretical models for the required amount of water in the spray quench, the flue gas composition, the length and number of tubes in the heat exchanger, and the cyclone collection efficiency are presented. The combined exhaust system is assembled and ready to be tested once issues involving the control system and burner are resolved.