Make a wood furnace and burn some wood. That will get you charcoal. After that, you can use stones like lignite or bituminous coal to create coke. If I recall correctly, lignite makes two units of coke and bituminous coal makes three.
Things with Magma in their name can only work with magma. Likewise, those without can only use solid fuel.
To be more specific, Magma Smelters, Magma Kilns, Magma Glass Furnaces and Magma Forges all use magma as a fuel source. They are not available for construction until you discover magma.
Also of note when using magma-based forges; you'll still need coke (or refined coal, if you're following game-speak) to make pig iron and steel, therefore you'll need to keep your Wood Furnace around if you don't have a ready supply of Lignite or Bituminous Coal around.
how have you survived without? trading?
It actually isn't that difficult; you just rely on architecture traps for defense rather than weapon traps or, y'know, weapons. Flood traps, magma or otherwise, can be built without forges or furnaces, as can cavein traps, atomsmasher traps, and probably other general trap categories that I'm somehow forgetting at the moment. You could also be trapping sieges and ambush squads in a place overlooked by fortifications and had marksdwarves shoot the hell out of them with bone and wood crossbows and bolts. In short, there's plenty of ways of killing things without having to deal with metal weapons or armor.
Or you could just be sealing your fort with a raised drawbridge whenever trouble rears its head. That's boring, but safe.
Indeed, without a working metals industry (which of course also means no weapons & armor industry) you can still get the upper hand on enemies. A good example is using Cage Traps; most common enemies (with the exception of thieves, FBs and most Clowns) are susceptible to traps. Which means with a good array of traps and clever planning, you can have most of siege or ambush safely locked up. Once locked up, you can strip them of their weapons and armor (the method to do so is
here), which provides you with the arms needed to handle the next wave. Also, you can use the naked and vulnerable enemies as training targets (good supply of bones and skulls for bone crafts).