Forges are located in a lot of cities...if you mouse over them a text will pop up saying it is a forge. It's basically just a heating device to melt the ore. Also if you go to the center of IF theres a forge. Look buy mining and blacksmithing trainers.

  It is really easy to find.  There is one in IF(The Great Forge),SW (Dwarven District)After you get out of the starting place, There is one in every State thing.

There is one in every major city and they are also dotted around at towns/villages. it is not something you get, it is something you go to

there is an icon in your skills area named forge, click that, and you will be able to forge from ore to bars. note, that to forge higher bars, go to the mining trainer to train them.

If you're an alliance go to Goldshire where you can repair all your items and theres a few trainers and shops there, theres a forge there. If you stand in the room and do the spell it will work.

Theres also a forge in Ironforge next to all the gryphons.

This is what forges generally look like:

How do you get the pictures in the comments?