The Forge is one of the most important locations in the Fort Tarsis area. There you can choose a Javelin and its armor. On this page of the Anthem guide, you'll find out where the Forge is located.
The Forge is on the east end of the Fort. Its location is marked on the map with a special icon.
You can't use the Forge right after you arrive in Fort Tarsis for the first time. Speak with a few NPCs first - this happens during Welcome to Fort Tarsis main mission. The Forge is unlocked after you speak with Tassyn.
Reach the big round platform, where your currently selected javelin stands. Ignore it and approach the stairs. The Forge's menu opens up when you interact with a terminal on the left from Zoe.
You can use the Forge as many times as you want. It's available from the start of the game.