It's late enough for me and I won't go into detail, but here is a start:
How To Build Your Own Forge
There are probably a hundred ways to make your own forge, depending on what you want to do. Before making a sword, I'd start on something simpler like trying to make a cold chisel. Tempering is an art in itself--more complex than figuring out how to heat the metal.
I made a couple of knives using a metal bucket lined with fire clay as a forge. Charcoal for fuel and a shop-vac reversed and hooked up to an iron pipe as a blower. The knives weren't pretty, but they kept an edge.