You can read this in this site about the Bitcoin ATM machine and how it works. You can buy using debit card or cash to exchange it to bitcoin. It is indeed tricky if you don't know any shops in your country who accepts bitcoin or other cryptocurrency as another mode of payment. Rather than connecting your coinbase wallet to the machine is you should just connect it to a wallet you created to avoid spending another fee for transferring since using the machine also requires a fee unless you are going to buy other crypto in coinbase.