How do you screw a screw into a wall stud?

If you have a studfinder, those are really helpful. If not, sometimes you can find them by knocking along the wall. The spot where the stud is will sound less hollow.

Drill a hole and use a plastic anchor.

of course it is the iron screw because it is made up of minerals that rust faster then metal

A screw, or bolt, is a type of fastener characterized by a helical ridge, known as an external thread or just thread, wrapped around a cylinder. Some screw threads are designed to mate with a...

Usually with the tire iron/wheel wrench included with the jack. If that is missing, try a ratchet with a socket that fits. I've even used a screwdriver to twist it half-turn by half-turn.