The photographs are not clear but it looks like it is part of the tuning in a radio receiver of some kind.
Inductors have lots of uses but I'm guessing in your application it is used to pick a particular radio frequency out of the radio spectrum. It is a tuning control but designed to be set in a factory rather than adjusted in everyday use.
There are many manufacturers and thousands of values so you would find it hard to find a data sheet. If you suspect it is faulty, use an Ohm meter connected to the pins you can see have wires going to them. It is actually copper wire wound around a plastic shaft so it should show a short circuit between the ends of the wires. The 'screw' in the middle is made of Ferrite and will break very easily if you use the wrong tool to turn it so be careful.
Brian.