It is a pun on the word bar and is also based on the fact that many English jokes start with 'A man (or some type of animal) walked into a bar'. Most jokes of this form use the meaning of bar as 'a place where drinks are sold and drank'. But another meaning is 'a piece of solid metal' (which it would hurt to walk into). So the listener would, on hearing the first line of the joke, be expecting a joke about a man walking into a drinking bar, but then, with 'ouch!' would realise that the other meaning of 'bar' was being used.

It is a pun or joke. A bar is a place you can get a drink and it can also be an iron rod.

Thank you so much.

It is a (bad) joke. A bar is a place to buy drinks. It is also a thin, cylindrical piece of metal. Many jokes in English start, "A man walks into a bar, and . . ." So, this joke is playing off the fact that the reader assumes it is talking about the drinking bar, but it is talking instead about the metal bar.