John Seymour's books give accounts of how to set up a forge, and basic metal smithing techniques, there used to be a good series of books for BTEC national diploma, each book showing a particular broad technique, (lathes, welding etc.), and if I remember correctly, two booklets were on metal smithing.
One bit of advice, if you intend to do any form of forge welding, it is advisable to line the furnace with proper fire brick, these tend to hold their shape and do not crack over long periods of repeatedly expanding and contracting in the heat: basically you will save yourself a lot of hassle if you want something permanent.
Greg