I been trying to figure how to but maybe I can't has anyone been able to?

I've never tried to be quite honest, I've never forged a steel weapon at Skyforge. I've forged a Nord hero sword from an ancient Nord sword (which basically restores it and improves the damage), and crafted Nord hero armour (which looks awesome). Next time I do the companions quests I'll try.

No you buy them from the skyforge master dude. You can improve them with the steel smithing perk though, and they are almost as good as ebony.

Buy only as far as I know. After the companion missions with Kodlak Eorlund says he thinks it hotter then it ever has been and you can make some new stuff, pretty much taking the weapons fo the Dragur, cleaning them up and such. But haven't seen the option to make Skyforge Steel weapons. Guess Eorlund is the only one with the recipe for making that particular steel

Was still a sad day when I had to hang up my Legendary Skyforge Steel Greatsword of Damnation. 110 damage and filled a soul gem if target died within 8 seconds. With all my perks everything usually died in 2 power swings. But, made Daedric and the numbers were too hard to ignore

I'm pretty sure I made one....

Elven, actually. Elven-tier damage, Steel-tier weight, Steel-tier smithing.