There are people on youtube who refine their own ores. They are lucky enough to live in a place where ore is close to the surface - not high quality ore, but with enough that for a youtube video you can get a small quantity of pure metal out. (high quality ore is either deep in the ground or already mined). For iron the process is actually simple, knowledge of iron refining likely predated the bronze age, but quality iron ores were too hard to come by to make it useful. (bronze is in much less quantity overall, but where there was was easy to find)

Edit: I won't discount the advances in iron refining though. the methods known thousands of years ago were not suitable to large scale production. It is hard to say if they would have made those advances if ore was available or not.