Coyle's Championship side, playing in their first European campaign, face a Russian team who are playing in Europe for a fifth successive season.
Looking ahead to Thursday's clash, the Scot, whose team are 13th in the Championship, said: "Rubin are a fantastic side and favourites for the group but we have an opportunity to go above them tomorrow night, and if we play to our level we certainly believe we can win the game."
"We are under no illusions about how difficult it will be. This is a quality side. They have a tremendous European pedigree.
"But this is an exciting time for everyone at Wigan Athletic. The fans have really embraced the competition, we have and we want to progress and qualify.
"We know we have to be focused and concentrated for the entirety of the match because if you lose that, with the quality they have, then you will be punished.
"It is a great learning curve for everybody and the players are really enjoying that.
"They are enjoying competing against different nationalities, cultures and everything that comes with it. It has been a fantastic adventure and we want it to continue."
Coyle confirmed that defender Stephen Crainey is fit to feature and that striker Grant Holt, not involved in the Latics' first two Europa League matches, will start.
Holt said: "I am looking forward to this. I came here for challenges and this is certainly one I came to get involved in. I just can't wait to get out there."
Asked if he had been watching Russian football in preparation for the game, the 32-year-old added: "No, not at all!
"With three kids, the only thing I watch is Wigan games and then I go home and watch Peppa Pig!"