Since the answer to your question is technically outside the scope of History as a field of study, it might be worth cross-posting this to r/AskAnthropology.

No idea when someone figured out how to heat water, but two stone age tech level ways to do it are, Putting water in a waterproof wooden container or basket, and dropping hot stones in. Fishing the cooled stones out and adding more hot stones. The stones would be moved with a sort of tongs made from wood or bone.

Or, water can be heated in a cured animal hide vessel if the hide is wet through before heat is applied and never allowed to boil dry.

If you look up how peoples who never traditionally used pottery cooked their food, you can find more details on these methods. Traditional cooking methods of the First Nations Peoples along the coast of Oregon, Washington, and up into Canada often used cedar boxes full of water, and hot rocks.