I just find it hard to believe that the Native Americans never found out how to do this being as advanced as they are.
There are a few questions about Pre-Columbian Metalworking in our FAQs that you may be interested in checking out.
Throughout the Americas, there's a long history of metalworking traditions going back thousands of years. For example, the Old Copper Complex was a collection of related cultures around Lake Superior between 6000 and 3000 years ago, late in what is known as the Archaic period. They're notable for producing a wide variety of copper weapons, tools, and ornaments during this time. These cultures were sitting on top of a huge deposit of native copper--that is, pure copper that is not bound with other elements to form an ore--and their control of those deposits helped fuel a vast trade network. As the Archaic period transitioned into the Woodland period around 3000 years ago, copper from the western Great Lakes was moving throughout the eastern portion of the continent, finding its way to other notable Archaic societies like the Glacial Kame culture in the eastern Great Lakes and the Poverty Point culture in Louisiana. As the trade arm of the Old Copper Complex stretched out over the continent, it brought back stone suitable for making tools, something the western Great Lakes is generally lacking. As the availability of lithic tools and weapons increased, the Old Copper Complex discontinued (for the most part) the production of copper tools and weapons that defined the cultures in archaeological terms.
The transition from the Archaic Old Copper Complex and its copper weapons to its Woodland descendants using predominantly flint and chert weapons demonstrates that metals are not inherently superior to stone when it comes to utilitarian items. Copper is a soft, malleable metal which is easy to shape, but these same traits make it less than ideal for tasks that require the copper item to take a beating.
In Europe and elsewhere, this weakness of copper was circumvented by the creation of harder bronze alloys, which involve mixing copper with tin or, more rarely, arsenic. Securing a supply of both metals needed to produce bronze can be problematic as they rarely occur within convenient proximity of each other. While the people of the western Great Lakes had plenty of readily available copper, the nearest suitable source of tin is over a thousand miles away in northwest Mexico (this and other metal deposits in the region did, however, allow some Mesoamerican peoples to develop bronze; I'll let /u/snickeringshadow explain how the Tarascan Empire cornered the market on that one).
In addition to native copper, the people of the Eastern Woodlands employed native silver (found mainly in northeastern Ontario) and native iron. Because iron is a much more reactive metal than copper, silver, or gold, it's exceptionally rare in a native state. In fact, the main source of native iron is from iron-rich meteors. Most of the iron artifacts -- mainly iron beads and chisels -- during the Middle Woodland (~100BCE - 400 CE) seems to have come from a meteor strike that happened on the Great Plains. An Arctic meteor was used as a source of iron by the Inuit until relatively recently as well (you can read more about that one in the FAQ link).
Despite the general paucity of native iron in the region, iron ore is fairly abundant in eastern North America--that is, after all, what fueled the development of the United States' steel industry. While people did find various uses for different types of ore, iron or otherwise (for example, the iron ore ocher is used as a paint and the lead ore galena was a popular artistic medium) the metals themselves remained trapped within the ore. Drawing out the metals requires smelting, and smelting is not an easy process.
To smelt metals, you have to place the ore in a reducing environment (one that removes the oxygen that's bound up with the ore) in considerable heat. The exact temperature varies depending on the type of ore. For example, copper ores generally can be smelted a lower temperature than iron ores. Some kilns can accidentally achieve the proper environments and temperatures necessary for smelting low-temperature metals and provide a gateway to discovering and developing the process to handle higher temperatures. The open-fire method used to produce ceramics in most of North America doesn't create the same smelting-like conditions or provide a ready means by which the technique of smelting could be discovered.
Maybe I'm being a little pedantic, but it doesn't really make much sense to refer to "the Native American civilization". Prior to European contact, the Americas were populated by a diverse range of peoples, with vastly different cultures. The nomadic Plains Indians, for example, had little in common with the agrarian Mesoamerican cultures. I only point this out because people have a tenancy to misunderstand what it was like in Pre-Columbian America.
In addition to the working of native metals, as /u/Reedstilt described, there were also several American Indian groups that smelted metal. Both the Andes and Mesoamerica smelted metal including alloys such as bronze. In the Andes, the working of metal goes back about as far as their civilization itself. Large scale mining operations were organized by many of the great Andean civilizations, including the Inca. In Mesoamerica, metallurgy appears to have first been introduced around 800 AD, with the first alloys appearing around 1200 AD. Both of these traditions involved mining, often large in scale and organized by local groups or imperial governments.
In both of these regions the preferred smelting method for copper was a technique known as prill extraction. Ore was first heated in a small lung-powered furnace. In the Andes these were usually teardrop-shaped clay lined furnaces where a person would stand on one side and blow into the furnace through tubes. In Mexico these were more open furnaces, resembling campfires, and multiple smelters would sit around it blowing in also through tubes. These furnaces produced a mass of vitrified slag with small copper pellets known as "prills" suspended in the matrix. The smelters would then break up the slag and collect the prills, which could then be re-melted to form ingots for easier transportation to workshops.
The different techniques for working this metal were often quite sophisticated. Andean metallurgists worked gold, silver, copper, bronze (copper-tin), arsenical bronze (copper-arsenic), and tumbaga (copper-gold). They developed sophisticated techniques such as electrochemical depletion gilding where gold or silver was suspended in a highly acidic solution. A copper plate-metal object was then dipped into the solution, and the gold or silver replaced the copper on the surface of the object in an incredibly thin layer (~1 micrometer). Once the object was removed and annealed it would adhere permanently, creating a copper artifact plated in gold or silver.
West Mexico (where metallurgy first started in Mesoamerica) also had similarly sophisticated, although somewhat different, metallurgical techniques. They also worked gold, silver, copper, bronze, and arsenical bronze, but favored a copper-silver alloy over tumbaga. Often times their copper alloys contain usually high concentrations of the alloyed metal. Some artifacts show up to 20% arsenic or tin by weight, which is much higher than needed to acquire any mechanical advantage. Instead, it appears they were creating alloys in such high concentrations in order to change the color of the metal. The presence of tin in metals from Michoacan also indicates they were trading as far north as the Mexican state of Zacatecas in order to acquire it.
So, bottom line: there were plenty of civilizations in the Americas that worked metal. Some worked native metals, but several were also mining and smelting ore.
hi! you may be interested in this section of the FAQ*
Metalworking in pre-Columbian America
*see the link on the sidebar or the wiki tab