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40d:Magma
Magma serves as an energy source, powering magma furnaces and magma smelters. It is extremely dangerous.
Finding magma
While in previous versions of Dwarf Fortress, every map was guaranteed to have magma, since v0.27.169.32a magma is now a feature of terrain and may or may not be present.
Magma that reaches all the way to the surface is visible on the "local" screen in the starting location chooser. It is represented as a red ≈ mark (a double tilde) - essentially it looks like red water. Note that red ≈ marks in the "region" screen mean something different entirely.
While picking a starting location, the easiest place to look for magma is on or near a volcano (a red ^ mark in the "region" screen). There are often volcanic islands (easy to find, since they are the sole land in the middle of oceans), but since sea travel is not yet implemented trade with other races not be possible on such islands. Instead, find a volcano on land, and start looking for a vent in nearby squares. "Nearby squares" can mean anything from literally on top of the volcano, to adjacent, to quite a long distance away indeed. The placement of magma seems to be related to the distance from volcanoes, but is still essentially random.
Much harder than simply finding a magma vent is finding a magma vent that is also near suitable terrain for building. Depending on your requirements - you may be looking for a source of running water, or a mountain for minerals, or a healthy tree population, or even all three - suitable building sites can be extremely scarce.
If you're willing to search exhaustively, you might want to consider finding magma vents that are not near volcanoes at all. Very occasionally, magma will be visible in the middle of forests, plains, or other terrain nowhere near a volcano or even mountains. There is no way to spot these on the region map, so the only way to identify them is to scroll past hundreds of local maps while keeping an eye out for the distinctive red ≈ symbol.
You can also occasionally find magma that does not extend all the way to the surface, and therefore is not visible on the local map. It is almost impossible to find without cheating via one of the utilities like "reveal.exe", since unlike proper magma vents these smaller deposits will only be on a few levels, and must be almost literally mined into to see (you will get a warning about "warm stone" before you actually breach the deposit). Presumably, small magma deposits are also most common near volcanoes.
Using magma
On a map with a magma vent, the magma will be clearly visible from every level ground and below. The minerals directly adjacent to the magma vent will also be immediately visible, even at the lowest level of the map, which can give some hints about where to prospect for ores.
The vent has a similar, circular shape on each level. However, it is not identical from one level to the next; some levels will have a larger or somewhat misshapen circle of magma.
The primary use for magma is to power magma smelters and forges. (There are other uses, including defense and possibly even garbage disposal.) To build forges, etc on magma, at least one of the external eight squares must be above a square of magma.
This can be done most easily by simply building on ground level. The magma is visible from ground level but is actually contained one level below ground level, just like any ground-level water source.
To build underground, you will need to dig at least one tile of a channel above the location you wish to build the smelter or forge. Underneath this channel there must be magma, either directly from the vent or channeled from the vent. Use channels to tap into the magma on the level below safely (this is easier if there is more magma on the lower level than the level you wish to build on. Actually tapping into magma directly, on the same level, instead of using channels, is likely to result in the death of your miner.
To build far away from the magma vent, you may need some kind of floodgate system, or even a series of pumps to move the magma from one region to another. (An extremely long, completely uncontrolled channel is possible, but not recommended.) Generally speaking, everything that comes directly in contact with magma must be made of steel, so you will need some way of preparing steel even before your final system of magma smelters and forges is ready.
It is also important to note that at this time Toady has stated that magma doesn't replenish.[1] Therefore depending on the amount of magma available it may be inadvisable to attempt to move it across too great a distance or use it in any form of defense that consumes it in the process e.g. steam.
Temperature settings
Magma is almost harmless if temperature is disabled in the Dwarf Fortress init file. It can still trap and suffocate or simply starve your dwarves in some situations. It will not melt floodgates, etc. constructed of non-magma-proof materials.