While there is a furnace really close to the bank in Shilo Village, there is no anvil in the village itself. The closest anvil you can find is just north of the village. However, since the village is walled around by a fancy, you need to go the entire round around Shilo Village.  There are better ways to train your smithing than using that anvil. However, it is needed in the Shilo village quest to make a bronze wire. So keep in mind where it is.