Are you referring to the actual Coast Guard OCS that takes place on the campus of CGA or the indoc at CGA for CGA cadets?
I know one person who went there when becoming a dental officer for the coast guard (PHS).

As far as I know it is just like any other OCS for the other services. You would attend if you wanted to be in the coast guard as an officer but didn't attend CGA. Basically basic training for the officers. I don't know the logistics for it but I would imagine they reside on campus somewhere.
OCS at CGA is for college graduates. The program lasts 17 weeks including a two-week cruise on the Eagle. They are housed in Chase Hall right next to the cadets. If you look at the arches the OCS is to the left. They have three classes a year I believe. You can get more info on the uscg.mil web site:

OCS is a rigorous seventeen-week course of instruction which prepares candidates to serve effectively as officers in the United States Coast Guard. In addition to indoctrinating students into a military life-style, OCS also provides a wide range of highly technical information necessary for performing the duties of a Coast Guard officer.

Graduates of the program receive a commission in the Coast Guard at the rank of Ensign and are required to serve a minimum of three years of active duty. Graduates may be assigned to a ship, flight training, to a staff job, or to an operations ashore billet. However, first assignments are based on the needs of the US Coast Guard. Personal desires and performance at OCS are considered. All graduates must be available for world wide assignment.
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If you go to a maritime school there is the MarGrad program. It too is on the Coast Guard site. From what I understand if you graduate from the Merchant Marine Academy, or any of the state Maritime schools you are eligible to apply to CG for direct commission and do not have to complete the full 17 week OCS.

I did have an instructor at Cal Maritime tell me that those MarGrad commissions with the CG are competitive and you would be in competition with all from USMMA, Mass., Maine, Texas, and Cali. for a CG commission....not sure how true this is, but wanted to pass it along.