Coherent coupling between excitons is at the heart of many-body interactions with transition metal dichalcogenide (TMD) heterostructures as an emergent platform for the investigation of these interactions. We employ multi-dimensional coherent spectroscopy on monolayer MoSetextsubscript{2}/WSetextsubscript{2} heterostructures and observe coherent coupling between excitons spatially localized in monolayer MoSe$_2$ and WSe$_2$. Through many-body spectroscopy, we further observe the absorption state arising from free interlayer electron-hole pairs. This observation yields a spectroscopic measurement of the interlayer exciton binding energy of about 250 meV.