How to know if there is any iron ore on the map?
Solution 1:
Finding precious ores and stones doesn't have to be too messy, various techniques have been developed that balance chances of discovering minerals and beauty, here's the simplest one:
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▓ - hidden rock, ░ - visible rock, . - mined passage
A 7x7 mining pattern will reveal all veins and some clusters, leaving space for 5x5 rooms to be mined later. The width of unmined squares can be changed according to your needs.
You can use DFHack's prospect utility to see the type and number of minable raw materials. You can also use the reveal utility to see exactly where everything is, though doing so may result in bugs. DFHack is compatible with the current version of DF (0.34.07).
Solution 2:
Aside from hacking the game to reveal underground tiles (not sure if "dfreveal" is maintained or functional for the current version), you can only take educated guesses based on the layers and of other minerals around. It appears on the map as three ores: hematite limonite magnetite
Chalk is sedimentary, the prime location for iron ores (all three types occur in sedimentary layers, with hematite also occuring in igneous layers) though sometimes the volcanism of a region will block the occurance of minerals on a map tile, so if you want to find iron you may need to be further from/closer to a volcano.
If you want iron without mining, wait for goblin christmas to come: large quantites of goblinite can be found then.
Solution 3:
When choosing an embark location, you can increase the probability of finding iron by looking for "shallow metal(s)", especially by looking for an embark that spans multiple biomes with shallow metals, and, preferably, also flux (flux being more important for the steel industry than iron in the long run, since iron is always available from melting goblin armor and weapons).
Shallow metals are key, because iron is most often found in sedimentary layers, and because finding it in sedimentary layers is both faster and more reliable (you'll likely explore your first few levels of stone more thoroughly than you'll explore deeper levels, so it's easier to miss deep metals).
Embarking on multiple biomes with shallow metals is helpful, because if one of the biomes turns out to have nothing but tin, tetrahedrite, and zinc, you've got another chance for iron in each additional biome with shallow metals.
Solution 4:
The three iron ores are quite common, so you shouldn't have to search much to find them, if they exist. Try looking around on the surface to see if your embark location covers multiple biomes, and, if so, try digging underneath other biomes than the one you're currently digging in.