No, you can't just melt it. You need to heat it in a reducing environment.
The reducing environment is provided by some material that will will strip the oxygen away from the iron atoms. In most smelting operations this material is carbon, while in a thermite reaction it is aluminium.
The heat is needed to provide the energy to start and sustain the reduction reaction. In thermite, the initial heat can be provided by a magnesium ribbon or blowtorch, whereafter the reaction is self-sustaining. In a blast furnace, the heat is mainly provided by burning coke to form CO which then reacts with the ore, as shiwn by Cogman. In other smelting operations, it can come from electric heating, gas burners etc.