Tony Pulis' side beat West Ham 2-1 at the Britannia Stadium on Sunday to set up a semi-final clash with Bolton at Wembley next month.
Before that, Stoke will hope to break a four-game winless run in the league, with their first opportunity coming at home to Newcastle this weekend.
The Potters go into the game three points above the relegation zone, and Coates told www.stokecityfc.com: "To get to Wembley is great for us and it's great for the whole area because we haven't been too often in the past.
"Are we dreaming of more cup glory? No, we're not dreamers, we're pragmatists, and I know that Tony Pulis will have nothing on his mind now other than getting three points when we face a big game against Newcastle on Saturday.
"If we can win that game, then it will have been a fantastic week for us because we still need at least six points to make our league position look more comfortable. The priority remains to stay in the Premier League and to finish as high in the table as possible."
Source: PA
Source: PA