There were plenty of methods to reduce exposure when it came to clothing, like wearing enough white linen to cover most of the skin and keeping the head covered. Simple things like staying in the shade, drinking fluids (some blacksmiths I know without AC swear by pickle juice in addition to water), using a hand-fan, wetting down clothing with cold water, etc. Above all else you have to remember that they don't have the shock factor most of us do today going in and out of air conditioned buildings. The temperature gradually rose and they acclimated to it.