In the quest Between a Rock guide 5: Golden Cannonball Return to Dondakan after reading the book. Ask him about what he has tried so far. He will go over everything he has tried. Everything he has tried is useless and he asks you to come up with a good material to use. Use a Gold bar with him and he'll tell you that you to make a cannonball out of the bar. Now teleport or walk to a furnace. The closest furnace, if you have completed The Giant Dwarf, is Edgeville by taking the minecarts to the Grand Exchange and crawling under the wall to access Edgeville. Another close furnace is the Rellekka furnace, but you can only use it if you have done the The Fremennik Trials quest. Otherwise you have to travel further to use a furnace of your choice. In order to use that furnace you need a varrock armor to. So i think the closest one are in Falador
