The central solenoid (CS) coil system of the KSTAR device consists of four pairs of coils with up-down symmetry and a set of support structure. The CS coil system should endure various loads including thermal and electromagnetic load during operation. One of the most important roles of support structure is to preserve the structural stability of coil system from vertical forces by applying the pre-compression on the coil stack. The main assembly procedure of the coil stack is as follows: 1) coil subassembly and stacking, 2) structure assembly, 3) preloading process by heating shells in the support structure, and 4) measurement on the final dimension. The special jigs and heating system for the preloading were designed to apply pre-compression on the coil stack during the assembly at room temperature. Moreover, a few tens of thermocouples and strain gauges were installed for measuring temperature and thermal expansion of preloading structures. Since the final assembly of the CS coil was successfully completed with about 7.3 MN of preloading in 2006, the CS coil system has been experienced four thermal cycles from 300 K to 5 K until 2011. This paper describes the main results of applying the pre-compression on the coil stack and mechanical behaviors of preloading structures during thermal cycles.