Snopes has a nice review of the status of the information in the report on CBN. It is available at
snopes.com: Coconut Oil As a Treatment for Alzheimer's Disease
In summary there is no medical reference to support the claim. The claim is made by a person who is sellling a book to promote the claim. The author has a personal interest in the subject as her spouse has dementia which means she is personally invested in hoping the treatment works. While none of that means that there is no reason to refuse to try it, as with many nutritional miracle cures, take it with a large spoonful of skepticism.