Yeah, you can melt rocks if you want, but do note that if you need specialized materials (as Darth said), you're going to need some specialized rocks, unless you know there are trace amounts of those materials in your asteroid field, in which case you need to melt a LOT of rocks.
The thing is, if the rock is just a rock, it's not gonna be helpful unless you can do modern-day alchemy. Yeah, you can find all these random materials that we need on Earth. And I might be wrong here, but you just might not be able to find them in plentiful supply in an asteroid belt.
