I'm jealous! I've always wanted a forge but I don't have the money and I'm not sure where to buy one...
I made one by taking a propane gas grill, cutting the rubber tube that hooks up to the propane and hooking it up to a pipe that splits via a y joint to an air pump and a propane tank. Then I lined the inside with some ceramic tiles. You can then add in charcoal or wood to make it even hotter.
For quelching oil I use some old vegetable oil
For an avil, I use a heavy duty metal clamp that is bolted to the ground with stakes.
I'd recommend buying some hand clamps
Like these
Any sort of clamp ought to do if it can provide a good grip, just make sure they are made out of steel.
and heavy duty work gloves made out of leather, wearing only natural fobers like denim, and investing in a cheap leather jacket. Most artificial fibers will melt durring work.
For melting down metals use a ciramic cup and hold it with the clamps.
Keep the clamps somewhat heated by placing them near the grill to stop the metal from "exploding" from coming into contact with a cooler substance and to keep the porceline from cracking.
Sand molds can be made using polymer and sand.
If you want I can post images of some of what I have made.
Quick edit, you can use either porcaline or ceramics, I've just found ceramics to be stronger and hold heat better.
Etch-y-scetches contain aluminum dust which can be used to make the fires even hotter and burned when put into a really hot fire, you can melt iron that way.