when i buy flame for 10k and flame partadle for 2.9k in market
what i need to do to forge a flame

well... if you already bought the flame you don't have to forge it anymore. The Flame Particle Texture isn't necessary either. You need that texture to upload images to make your flame look better but you don't have to. I wouldn't suggest it that you forge your own flame. It's more expensive than just buy a nice flame from another player. Anyways... to answer your question, start your toribash game and go to Setup -> Utils -> Flame Forge ! You can forge your own flame there.

To cut it short: Flames don't cost 10k, the texture item does in the shop, however 2-3k in the market. To make a flame you need a shitload of cash and to go as Axel said: Setup>Utils>Flame Forge