"Create heavy armor from bars and gems"
Ah, the noble art of making heavy armor, also my favorite skill in game.
To start find an Armorsmithing Anvil.
Map of Anvil
But before you can start making your armor you will need to have copper bars in your inventory and buy some rivets. A nearby prospecting trainer sells them.
And after that use the anvil and make the armor which you choose.
There you have, you just made your first piece of armor in Eldevin