For the two-dimensional one-component Coulomb plasma, we derive an asymptotic expansion of the free energy up to order $N$, the number of particles of the gas, with an effective error bound $N^{1-κ}$ for some constant $κ> 0$. This expansion is based on approximating the Coulomb gas by a quasi-free Yukawa gas. Further, we prove that the fluctuations of the linear statistics are given by a Gaussian free field at any positive temperature. Our proof of this central limit theorem uses a loop equation for the Coulomb gas, the free energy asymptotics, and rigidity bounds on the local density fluctuations of the Coulomb gas, which we obtained in a previous paper.