If you want to make a smelting furnace, you will need to get limestone bricks. But, to get limestone brick, you will need to research stone block cutting and then build a stonemason's bench.
That said, to research all technology in Going Medieval, you will need to first build a research table, so head over to the production tab by hitting f2 and make one with 60 wood if you haven't already.
Once the table is built, start a production queue for 20 books and an extra 15 if you haven't researched the first tech tree yet.
Also, make sure to set your smartest settlers (the ones with high intelligence) to research. If you don't know how to do this, just go into jobs and find them under the listing and change the research job to priority one.
When you get the stone block cutting tech tree researched, you can then make a stone mason's bench with 80 wood. Once built, start production for limestone brick inside the table and then mark some limestone to be mined.
You can find limestone in huge deposits, as shown by the image above. To mine these deposits, you will need to mark it with the mining key. You can do this by hitting the N key and then highlighting the area with limestone.