I had the same problem when I started, I though you had to make a fire to cook. Turns out that that I was wrong, I saw some guys cooking In IF (at the cooking trainer) they were cooking at the STOVE, thats when I realised that their are lots of places to cook, almsot every inn in the game has a place to cook(at least the ones built by humans dwarfs, and most of the orc buldings for sure, but it dosent stop their, sometiems mobs have cooking fires in their bases, I have cooked at the fire by the back door of Uldman. so in short... dont worry about making your own fire, just use one that is already their.