Out of curiosity, I did a quick search because I knew they definitely used iron. Various sources say that the Romans could create a type of steel by hammering out as much of the impurities as they could from iron and then leaving the iron in the furnace, which exposed the iron to the carbon in the furnace. This process created carbon-rich iron (steel) which they would then hammer weld to carbon poor iron. This sandwich of metals had the hardness of steel to keep an edge, while the softer iron prevented the blade from shattering when impacted.
I recall reading that a refinement of that process produced the famed and expensive Toledo and Damascus blades of the Middle Ages. My daddy brought back one such from Damascus in the early 60s and gave it to me for a souvenir. It has a narrow curved 40 inch blade and a handle fit for a hand smaller than my small hand. He said it was 16th century. Being a kid I did not put it in a glass case . I sharpened it and tried it out on things like boards. It was pretty impressive. I also used it to scare off a burglar that was opening up the slats on my window one night. I didn’t cut his head off, though. He decamped much too hastily for that.