Answer:
Iron roof, glass walls, burns and burns and never falls.
A great mysterious place that the bold have been known to journey into.
Hard to catch, easy to hold. Can't be seen, unless it's cold
I have an eye but cannot see, You'll head inside when you see me.
We are five little objects of an everyday sort. You will find us all in a tennis court.
I am a band that does not perform, sing, or act. What am I?