So I finally managed to find an anvil so now I’m looking to build a forge and start bladesmithing. I have a detatched building which is on a cement floor and has metal walls with a garage door opening which I use as my shop. My question is how should I build the forge and ensure that I don’t burn down my shop?
There are many good books on blacksmithing/bladesmithing. You probably need all the knowledge and details one of those would give about how to build a workable forge, and not random input from internet semi-strangers. 
I spent a few years making knives and swords, but I took the 20th-century route. Smithing is very flashy and sweaty and GoT-impressive, but it’s kind of like mixing your own housepaints in an era when Kelly-Moore does it vastly better and cheaper.
Use modern steels and grind your blades. IMVHO. Put the money and effort into a good set of grinders and (important!) a heat-treating oven.
You might join a more specialized forum to get additional input:
https://www.iforgeiron.com/