Make it hot enough, make it cold, make it hot again, make it cold again.

That's the basics.
OK. Heat Treating. Anything that you do to metal with heat, is heat treating. Anything that changes it's hardness, anyway.
Hardening, is as it sounds, making metal hard, using heat (and, usually, cold). Usually makes it brittle too.
Tempering, is taking a hard bit of metal, and making it softer than it is, but not as soft as it can be. Makes the part able to withstand some impacts, not snap in half if dropped on the shop floor, sorta thing.
Annealing, is tempering gone wrong, or a goal, sometimes. It makes the metal as soft as it can be. In carbon steel, it is done by heating it up near hardening temperatures, then cooling very slowly, like, overnight, in the woodstove.
I have tried to make several firing pins for different guns...they all work but very quickly mush-squish-bend
Material? Salvage of unknown origins? I've met guys that used all sorts of salvaged sources, ranging from old chevy springs, to valve stems (car or truck engine valves). Guys have better luck starting out with something they know what it is. Try ordering some drill rod from a tool supply house, like KBC Tools or that type place. It is available in Oil, Air, or Water hardening types, and at various carbon levels. The high or medium, plain carbon steel is probably the best bet, as it hardens by heating it to a temperature higher than magnetic (it wont stick to a magnet at red heat or so) and hardens nicely in water. Color charts for tempering carbon steels are all over the web as well.
It goes like this. Make the part from your material. Harden by heating to above magnetic temperature, and plonk it into a tin if water. Test with a file. The file should skate off the surface. It's as hard as it gets.
Clean the scale off the part, and slowly apply heat to the whole works and watch the color change. It starts out at a gold or straw color, and progresses through blue or purple then goes Grey. When the part is at the color (thus the tempering temperature has been achieved) plonk it back into the tin of water. It is now pretty close to a predicted hardness.
You can use pure soap on the part to stop scale from forming, or use an anti scale compound.
A soak in a jar of vinegar with as much salt as will dissolve in it, will clean off scale without a lot of effort. Make sure the part is completely submerged! Or a massive rust line occurs at the juncture of the salt/vinegar/air. Works good for rust removal, too.
I have a small torch and can heat stuff till it melts
Carbon steel. Good enough for JM Browning!
Quenching?.....oil?....water?...brine?
Per whatever material you end up using.
And that is not even starting on heat treating! But it'll get you by, if you sort out what hardness you need for your application.
Some, anyways.
Cheers
Trev