One thing I forgot to mention was to have the "Working with Stock" book in mind throughout the procedure.
Weapon making: Place the appropriate book for the type of weapon you wish to make in mind, "Book of Blades" for knives/daggers or swords, "Notes of an Axe Maker" for axes. Proceed to the forge and right click on it and choose the examine icon. Open the inventory, transfer ingots or stocks into the forge. At this stage you will want to heat them just once so that they become "heated steel stocks" or what have you. If you leave them in the forge too long they will become "super heated" and then "red hot." You will use these state later in the process but not yet.
Once you have a quantity of heated stocks or ingots that is appropriate to make an item sword handle, knife, dagger, sword or axe (of various types) blade turn to the anvil. Equip the (crafting) hammer in your right hand and the ingot or stock stack in your left hand and then right click on the anvil and choose Use. In the case of sword handles this will be the only step until you are ready to assemble the final weapon, one sword handle is good for any kind of sword. For knife /dagger, sword or axe blade the anvil will produce an "Alpha" blade. Take this blade to the forge and "heat" it again being careful not to heat it as far as super heated and then return to the anvil and hammer it again producing a "Beta" blade. Repeat this process again to produce a "Delta" blade,
Take the Delta blade to the forge and heat it to "Red Hot" after which place it into the Quench Tank (right click, choose examine, transfer the "Red Hot Delta" blade into the tank) which will produce a "Brittle" blade. Place the "Brittle" blade in your left hand and use the "Sharpening Stone." This will produce a "Knife Blade", a "Dagger Blade", a "Sabre Blade", a "Small Battle Axe Blade" or whatever other kind of blade for which you had the correct initial materials and have been working on to this point. In the case of Knives/Daggers or Axes you must currently buy a handle from an NPC and at this point you can take the handle and blade to the "Smith Table".
Right click on the "Smith Table" choose Examine and place no more than one blade and appropriate handle in the Smith Table inventory and click on the Combine icon. When this process finishes you will be the proud owner of a self crafted weapon of a certain quality.
If at any time prior to quenching the blade you decide you wish to recover your stocks/ingots to start over and possibly get a better result you merely need to super heat the blade and then hammer it. This can also be done to sword handles. After it has been quenched there is no turning back but once you have used the sharpening stone you can heat the blade and hammer it to try to improve the quality.
Some of this may change ... cannot say for sure.