I have fNIRS signal and I have applied wavelet transform both continuous and discrete but I am unable to separate the different frequencies on the basis of coefficients . I want to know how can I tell that which coefficient is for which frequency.
You look for how a signal at pure frequency f is transformed in the wavelet domain. Take w=2pi*f (I write w instead of omega, more usual).
Transform sin(wt) and you will see what you want.
Then analyse your signal by Fourier transform, look for main spectral peaks f1, f2,... Then compare the energy in those frequencies with what you have done with corresponding sin(wi*t) for i=1,2...
You can get a feel of how the wavelet transform operates visually.