While steel melts at a relatively high temperature relative to other metals like copper, aluminium, gold, silver and tin etc, it is not at a temperature that is unimaginably high. (maybe 1.5x to 3x).
Things like stone, ceramics, clay and sand can easily withstand the melting temperature of steel. All you need is to make the container out of this kind of materials. (This is why the forge doesn’t melt when steel is melted)
There are also other metals that have higher melting points than steel – titanium for example. But titanium is way too expensive to make into forging containers – a simple clay container is sufficient.
The container used to melt metals is called a crucible.
https://en.m.wikipedia.org/wiki/Crucible
It is usually ceramic, which doesn’t really melt, and can get way hotter than most if not all molten metals without breaking. So they fill it with little pieces of metal, set it in the furnace, and wait for it to melt.
As others have pointed out, you use materials in the container that have a higher melting point than the steel you want to melt.
A more interesting question is how do rocket nozzles not melt because they need to deal with both temps and pressures that will melt the materials they’re made of in a matter of only seconds… And they need to do it in an environment that has no air to conduct away the heat…
Part of that answer is to use the cryogenic fuel as coolant before combusting it.
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