Direct answer
Raw ore needs to be refined in the smelter before you can work it at the forge. To build a smelter you will need surtling cores. Search for them in the dark places beneath the earth.
Surtling Core · Preparation

Result
Prepare items: Surtling Core → Use the structure or item: Smelter / Forge / Copper Ore ×1 / Coal ×2
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