As 3D artist I only can thinking something like 3D printing, but Im not sure people printing using Iron/Steel to create mechanical stuff.
So how people create all of that mechanical stuff in real world?
It depends on the 'stuff' needing created. Here's a list of many processes that are used in manufacturing:
Check out this video series, it shows many manufacturing methods: https://www.youtube.com/channel/UCSDPBdFC_g3UHFWB0JAkIMA