If you have mercury; you have a lens: Put it in a dish and provide a low spin, it will form into a parabolic lens that focuses sunlight. Large lens = hot hot focal point. The dish can actually be just dried non-porous clay. The focal point can be a built up rock, brick or dried clay oven, up on some platform above the lens, and the bottom of this oven can have a small hole in it so the focal point of the lens heats a rock that won't melt, but can get to many hundreds of degrees.
Other ways to focus the sun will work too, if you can polish anything to a reflective surface. I know you don't have glass for lenses (because you don't have the heat to make glass!) but as a note IRL arrays of glass lenses can focus the Sun to a point with enough heat to melt iron. It is just a matter of size.
The same will be true for parabolic reflective lenses; check out these Real-Life Solar Power Towers. A spinning dish of mercury cannot be oriented to track the sun. But given a reflective surface (which does not have to be image perfect smooth; just reflect most light), made of polished silver or other reflective metals, this same idea can work on a very small scale: Reflect a lot of light to an oven on a tall stand (made of some wood equivalent or if need be a stone tower with clay mortar), and it will heat up. Put enough light on it, and it can get as hot as a forge, help refine metals, create crucible steel, etc.
Trial and error will tell (or have told) your aliens which rocks, materials, and clay recipes can tolerate the heat.