When I managed to acquire all 5 pieces of the Forge, I went back to the place that started that quest hoping for a nice victory screen, but nothing happened.  I tried equipping all the pieces (I'm not sure why you can equip them), and still got nothing.  I tried moving the hero with the forge pieces to my capital, but that didn't work either.  I can't find anything in the quest descriptions other than finding all the pieces.

I am not sure if the quest is bugged or if I just got confused about what to do with the forge.  Either way, this is something that should maybe be clarified or fixed.