Blacksmithing / Mining

First you have to visit your Blacksmithing Trainer and get some recipes.
You must buy a blacksmithing hammer.

Then you need to gather the components for that recipe, via mining or purchase on the auction house.

Then you need to find a forge in order to make any of your recipes. Some recipes don't require a forge, if you click on the item / recipe you intend to make in your blacksmithing window it will say whether or not it requires it.