It needn't involve an iron.
I usually block by washing (hand washing, in wool wash) and then rolling up in a towel to get rid of as much moisture as possible. Then I lay the item out on another dry towel and make sure it's in the shape I want it to be when dry. If it's something lacy, I pin it out, slightly stretching if necessary to open up the lace. I don't always use pins though, if it's something small and non-lacy I'll just lay it out. If I use pins, I put those foam play mats underneath.
The purpose of blocking is to even up the stitches and get it to the right shape. It just makes the finished item look better, basically!
You can use an iron, or just lay the item under damp towels etc. I just prefer to give something a good wash, especially if it's a gift.