if someone wanted to melt cast steel or iron into small-relatively simple shapes such as rod-tapered rod-or etc... how would you go about melting the steel/iron what would the mold need to be made of?
Sand casting useing silica sand was the classical method. Wood models called patterns made the cavity into which the metal was poured. Furnaces capable of melting iron and steel are not found everywhere. They are industrial machinery, not to be improvised. Some-one had better be very careful if he does get access to molten steel. There are some aspects of the process that are not intuitively obvious that can 'bite you' badly. Get at least some briefing from an experienced foundryman.
Steel is melted in a cupola furnace. you don`t cast rods you cast a large ingot and then while its red hot and still soft it is rolled in between gradually reducing shaped rollers so it gets stretched out and the structure of the metal makes it less likely to snap.
The other answers are correct. But don't attempt this unless you have lots of experience.