Iron and steel making

You are confusing two different stages in steel making. The blast furnace reduces iron ore to iron metal. It uses limestone as a flux and coke (made from coal) as the heat source. Air (not pure oxygen) is blown into the furnace as part of the chemical process to reduce the ore to iron metal.
There are several methods to produce steel, which is a special alloy of iron, carbon and some other elements. One method of making steel from the iron is the basic oxygen furnace (BOF), which is mostly used these days in place of the older technology open hearth furnace. The BOF does use pure oxygen to lower the carbon content of the iron in order to make steel.
There is a new Kalmbach book on making steel by Bernard Kempinski (I think I have his name correct) which explains all of this, including using the Walthers structures. It is worth buying--well written and informative with lots of good pictures and diagrams on the steel making process and the structures associated with it.
Walthers makes a kit for a blower house which supplies high pressure air to the blast furnace. Oxygen I believe comes in daily for the BOF in railroad tank cars or other means like pipelines