Hi,

First time mining and I've come back with loads of iron ore, and gone to the forge area, but for the life of me I can't find any machine that I can use that would turn the iron ore that I've collected into something like iron bars.

Am I just meant to sell the iron ore and buy the other necessary metal bars or is there something I can do with the raw iron ore to make it useful towards crafting?

Thanks

I think what you're looking for is a smelter. They're less common.

I know for a fact Dawnstar has one or two near the mines, check out there. Its called a "Smelter" and looks like a big metal cylinder with a bit of some sort of fire thing sticking out.

You smelt ore into bars. You do this at a smelter. There is one in Whiterun behind the Blacksmith shop Warmaidens.