Open your crafting table (or the 3×3 crafting grid in your inventory)
Place 8 cobblestone in the outer square of the 3×3 grid, leaving the center empty
Place 1 furnace fuel block item? (use 1 furnace block is not craftable; instead use cobblestone-only pattern)
Confirm the furnace in the result slot
Move the furnace to your inventory
Place the furnace in the world by selecting it and right-clicking the desired block location