There is no way to instruct you in how to properly heat treat a piece of steel if you don't know the type. Before you attempt heat treating, you would do yourself a tremendous favor by researching it and reading up on it. There is a great deal of information out there that you only have to digest.
Thinking of "heat treating" as a generic procedure is like thinking of "baking" the same way. If you want to bake a cake, there are different steps and heats than if you are baking chicken or making tiramisu. In the same way, the type of steel will determine the type of heat treatment. It generally involves the following steps:
1) If forging or using steel of unknown history, normalizing and thermal cycles
2) Pre-soak
3) Austenitizing (bringing the steel to a critical temperature and holding/soaking a specified amount of time)
4) Quenching
5) Tempering
Many of the steps differ depending on steel type. CPM154 stainless, for instance, needs a brief pre-soak at around 1400F, followed by heating to around 1950F and holding for (edit) 30 minutes or so, followed by quench between thick aluminum plates, followed by multiple tempers. The temperature of the temper depends on the hardness you desire. And all of the steps before the temper are typically done in a stainless foil packet.
On the other hand, a more simple steel like 1084 doesn't really need a pre-soak, austenitizes at around 1450-1500F and quenches in a fast oil without any real soak at temperature. An oil like Park's #50 works best, but canola will probably do if the blade isn't too thick. Then you temper a few times, again, with the temperature depending on your desired hardness.
So as you see, it's not as simple as "heat it until it glows with a torch and dunk it in motor oil" as some youtube videos would have us believe. It's doable. You can do it yourself if you have the equipment and are using the correct steel to match your equipment's capability. For instance, you don't really heat treat stainless in a forge. You need tighter temperature control for that. You can heat treat 1084 in a forge very well. 1095 or O1, and you're better off with a kiln due to the need to hold at a certain critical temperature to austenitize before the quench. Control is needed because over-heating the steel can cause the steel to become brittle.
I would advise using a steel of a known, or at least surmised, type. The piece of steel you have may very well be low-carbon and not usable for making a knife due to its inability to harden. Then again, you may have a piece of great steel; there is just no way of knowing. You can pick up a piece of 1084 barstock for fairly cheap from many knife-supply companies.
--nathan