The thermodynamic properties of systems with long-range interactions present an ongoing challenge, from the point of view of both theory as well as computer simulation. In this paper we study a model system, a Coulomb gas confined inside a sphere, by using the Wang-Landau algorithm. We have computed the configurational density of states, the thermodynamic entropy, and the caloric curve, and compared with microcanonical Metropolis simulations, while showing how concepts such as the configurational inverse temperature can be used to understand some aspects of thermodynamic behavior. A dynamical multistability behavior is seen at low energies in microcanonical Monte Carlo simulations, suggesting that flat-histogram methods can in fact be useful and complementary alternatives to traditional Metropolis simulation in complex systems.