First, you'll need some firebrick.
Why not regular brick? Firebrick is a ceramic material specifically designed to tolerate high temperatures. It’s also relatively soft. You’ll see why that’s an important property in a minute.
You'll need a place to set it that is solid, fireproof (or at least heat-resistant), and big enough to stack these on. I’m using my small forge, because it’s handy.
As a general rule you want to keep the area you’ll be heating small, so it’ll get hot faster and take less fuel to keep it hot. Here I’ve got three bricks on the bottom as a floor, and two on edge for the compartment. (Yes, you could use one, and a couple of regular bricks for the outside positions on the bottom; they’re not going to be subjected to any real heat.)
Now, take the side brick of your choice, figure your angles, and use a large screwdriver to bore a hole in it.
This is why the ‘relatively soft’ is important -- it’s easy to bore a hole in, or even saw, if you have to.
NOTE: I’m told you really don’t want to inhale the dust from boring or sawing, so do this in a suitable place and use a good dust mask, especially if you’re sawing
You want the hole to be angled toward the fire chamber, and should be angled a bit up; that’ll help the heat swirl in the chamber and give you a more evenly-heated chamber. And remember, it needs to be big enough to put your torch tip in, no bigger.
Here you can see it's in on the left, out on the right.
Now stack things up with a brick on top and in the back.
Don’t close the chamber completely; leave a small crack for flow. You’ll want to keep the chamber as small as you can for the piece you’re working on, to make it easier to get to and keep the temperature you need.
Light the torch, ease it into place, and turn it up. Give it a few minutes for the chamber to heat up, and you can start working.
The size of metal you can work is limited by much heat you can put in. If you've got an acetylene torch available, you can use a big tip and get a lot more heat in. I have also seen this done with two torches, one on each side, with one hole angled a bit forward and up, the other a bit forward and down, to help the heat swirl.