I am really at loss as to how to make metal bars. It keeps asking me for refined coal, but I can't find any, and even if I did, I don't know what buildings I require for it. I would really appreciate a total idiot's outline to making metal bars.
This is a complicated question, so I'm going to distill the basics and point you to Wiki entries for specifics.
Let's say for example you want to make an iron bar and have nothing but the required raw materials. First you need fuel (assuming you don't have easy access to magma).
Fuel is either charcoal (from wood) or coke (from lignite or bituminous coal). Charcoal is made at a Wood Furnace b-e-w by a Wood Burner. This requires one wood. Production is one charcoal
Coke is made at a Smelter b-e-s by a Furnace Operator. Ingredients are one fuel and either a lignite or a bituminous coal. If lignite, the production is two fuel. If bit. coal, the production is three fuel.
So bit. coal is the fastest, most efficient way to make fuel if you have access to it. The trick is in order to start making fuel from bit. coal you need one unit of fuel, so you'll usually have to make a charcoal first.
Details here: http://df.magmawiki.com/index.php/DF2010:Fuel
Now that you have fuel, you can convert your iron-bearing ore to iron bars. Metal bars are made at a Smelter by a Furnace Operator. Ingredients are one iron-bearing ore and one fuel. This produces one iron bar. (Iron ores are limonite, hematite, and magnetite.)
Iron is simple, but metal alloys like steel have a more complicated process. The Dwarf Fortress Wiki is your best source for specific info there.
List of various metals here: http://df.magmawiki.com/index.php/Metal
You've got a smelter, which is the right workshop, so you're on the right track. You need fuel, which can be either coke (refined coal) or charcoal. Mined coal (lignite or bituminous coal) is not fuel. You also need a dwarf with 'furnace operator' enabled.
The trick is that you also need fuel for your smelter to make mined coal into coke. The way to bootstrap that process is with charcoal.
Cut some trees and build a wood furnace (b-e-w). Enable the 'wood burning' labor on a dwarf or two. Order a couple of charcoal made; you only need one to start your smelter, but a few more as a cushion is helpful, unless you're short on wood.
Once you have some charcoal stored, your smelter's menu will show all the ores you have available, as well as "Make coke from...". Bituminous coal is better than lignite because you get 3 coke per fuel used, while lignite gives 2 coke.
Once you have a few bars of coke, you can add metal smelting to the tasks; just be careful not to overdo it and run yourself out of coke. Planning your repeating tasks to avoid this isn't hard though. (Just remember that pig iron and steel require fuel as part of the process as well as powering it.)
If you don't have wood, you can trade for it or dig down until you find magma and build a magma smelter; those don't use fuel. (You'll probably find a cavern with underground wood before you find magma, so that'll work too.)
If you have lots of wood but no coal, just use charcoal for everything.
Use DFHack Prospector to check your embark point before investing hours.
I've got a "Shallow Metals" "Deep Metals" site that has no metal ores.