Is there pure iron in nature, would that be not become Iron Oxide (rust) immediately because of the humidity? How do we produce iron ore/dust on the lab/industry?
Fairly pure iron (or iron/nickel alloys) are found in meteoric iron. Some of these are surprisingly corrosion resistant... close to stainless steels. One well-known example is a dagger from Tutankhamun's tomb. See JSTOR for some more uses of meteoric iron.
As for iron smelting, there is much information on the web, and I suggest you try some research.