Sometimes, fire was used to cauterise wounds. Cautery wasn't a very common practice for wounds as far as we know - one difficulty is that cautery of soft tissues doesn't usually leave a visible trace on the skeleton, so pre-historic soft-tissue cautery is largely invisible in both written records and archaeology. Sometimes, the cauterisation of wounds leaves visible skeletal effects:

• Antonio Fornaciari, Valentina Giuffra, Valeria Mongelli, Davide Caramella, Gino Fornaciari, "Cautery in medieval surgery: a unique palaeopathological case", The Lancet 392, P1111 (2018). https://doi.org/10.1016/S0140-6736(18)31815-4

in this case, on the skull. Cautery was used in prehistoric dentistry, and Indigenous American use was described by colonial observers, and has also been observed in skeletons:

• Skinner, M., McLaren, M., & Carlson, R. (1988), "Therapeutic Cauterization of Periodontal Abscesses in a Prehistoric Northwest Coast Woman", Medical Anthropology Quarterly 2(3) 278-285. https://www.jstor.org/stable/648816

Heat was applied to teeth in the form of hot sticks, hot flint points, hot resin, and hot iron points. Metal points are of course a relatively recent technology, but the other methods were available for many millennia.

More generally, cautery is sometimes used by non-literate "pre-historic" peoples for wound treatment, but it is more common in literate "historic" populations. Typically, heat is applied using hot metal (usually iron) implements. More common prehistorical treatments for wounds include cleaning the wound and applying poultices. Poultices are often herbal, sometimes with plants known to have medicinal effects, but might be based on or include animal fats or animal parts, dung, or ashes. Sometimes ashes or dirt is rubbed into the wound, but this is often treatment for wounds deliberately caused for scarification, and is intended to promote scarring as well as healing.

Smoke is sometimes used in wound treatment - the wound is cleaned and exposed to smoke from a fire.

Three important points about cautery are that:

• It can be effective for stopping bleeding. This works best when a thin heated object is used, minimising damage to the surrounding tissue. An iron needle is excellent; a flint blade or point can work, too.

• Cautery is not a good way to prevent infection or to promote healing of a wound. It causes damage to surrounding tissue, and burning of the exposed tissue can impair healing. Burning of the surrounding tissue can make infection more likely. Much of the use of cautery (most of its use other than for stopping bleeding, removing growths, and dentistry) is more harmful than beneficial. Its widespread use is similar to the widespread use of blood-letting, which I discussed in https://www.reddit.com/r/AskHistorians/comments/hut0dr/why_was_blood_letting_used_for_so_many_ailments/ For an overview of some of the side effects, see https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4732628/

• The goal of cautery in dentistry it to destroy tissue, to destroy the nerves responsible for painful teeth when the are exposed by tooth decay or tooth wear.

We have no evidence that cautery quickly followed the use of fire by humans and human-ancestors. The early evidence for the use of fire is unclear, and reasonable estimates for the beginning of the common use of fire by humans vary from about 300,000 years ago to about 1.5 million years ago (i.e., Homo erectus rather than Homo sapiens).