Clarification on the term: coordination number
Coordination number, also called ligancy is the number of atoms that a central atom or ion holds as its nearest neighbours in a complex or coordination compound or in a crystal.

In EDTA, there are two nitrogen atoms and four oxygen atoms, which act as neighbors and bind by sharing their electrons. So, even though EDTA is itself one single molecule, there are six atoms in EDTA which are sharing their electrons. So, the iron has the coordination number of 6.

The complex looks like this:



So, basically, coordination number depends on how many atoms are directly participating in the complexing.