Just for a little education.......
Welding is a high heat process that joins similar metals using a similar metal as a filler. In this process, both the filler and the work pieces melt together into a weld puddle.
Brazing is another way to join metals, but is a lower heat process than welding, and doesn't melt the work pieces. The filler is melted and adheres to the work pieces. Fillers used on steel are brass or bronze bases, and may or may not be flux coated. The heat source can be an electric arc, or more commonly, an oxygen-acetylene torch.
Soldering is a low temperature process that is primarily used for electrical connections, and is really not structural in usage. The filler is a low temp lead alloy, and the work pieces do not melt.
Shielded Metal Arc Welding, aka SMAW, aka stick. This is an electrical process that uses a sacrificial electrode that's coated with a powdered flux that sublimates under the heat of the electric arc. The electrode or stick is gripped by a holder wielded by the operator. The work piece is grounded back to the power source to complete the arc. When an arc is struck between the electrode and the work piece, the flux turns into a shielding gas to prevent oxidation as the electrode and work pieces melt and flow together. This is one of the original electrical processes used to join metal. It's useful on work pieces that are corroded, or in breezy to windy conditions. Each electrode stick is good for a couple of minutes to a few minutes of time and several inches to feet of welding before being exhausted and has to be replaced. This process also leaves slag on top of the weld that should be chipped off with a slag hammer or similar method.
Gas Metal Arc Welding, aka GMAW, aka Metal Inert Gas, aka MIG. Also an electric process, the work piece is grounded back to the power source. The gun, also known as a stinger, is connected to the power source by a whip that conducts electricity to the gun electrode (or contact tip,) a wire filler from a spook, as well as a shielding gas flow. The electric circuit is energized when the gun tripper is pulled, engages the drive rollers that push the wire through the whip to the spool, and opens a gas valve to provide the flux gas. This process has the advantage over stick welding in that the filler is effectively infinite in nature until the spool runs out. It also does not leave a slag coating on top of the weld. Preparation is important for the join, the pieces do need to fit closely together with as small of a gap as reasonably possible, clean of any contaminants like oil and paint, and a breeze free environment.
Gas Tungsten Arc Welding, aka GTAW, aka Tungsten Inert Gas, aka TIG. This is another electric process, but unlike SMAW and GMAW, the electrode is not a sacrificial filler. The work piece is again grounded back to the power source, and the gun now delivers electricity and shielding gas to a tungsten electrode. Tungsten is generally used in a variety of different alloys due to it's high melt point. The operator will trigger power and gas flow by a foot pedal or a gun trigger. Unlike a GMAW gun which is either on or off, a GTAW trigger is variable at the operator's desire. When the arc is struck and the work pieces begin melting into the puddle, the operator will feed by hand a filler into the weld puddle to add additional material as necessary. As the flux is gas, there's no slag left on top of the weld. Like GMAW/MIG, the work needs to be fitted up well, clean, and a breeze free environment.
All 3 of the processes can be alternating current, or direct current. If the power source is DC, the direction of the arc flow is important as that will determine where the majority of the heat in the arc is, i.e. in the work piece, or the filler, depending on which the operator wants to melt more.
There are a large variety of other processes available for very specific use cases, like spin welding, laser welding (think GTAW, but using a laser as a heat source instead of an electric arc,) and a lot more.
Nearly every farm I've ever set foot on has what's referred to as a tombstone welder, due to it's resemblance to a tombstone, and it's economy. As it's a SMAW/stick welder, it'll get used for rusty equipment repair and out in the wind. These days, bigger and better welders are becoming more common place. In addition to the tombstone welder that's on the farm where I grew up for 50+ years, my brother has a big GMAW/MIG and GTAW/TIG welder for big fabrication projects.
As far as a lot of the activities here on the TVWBB...... this is more for academic curiosity than anything. GMAW/MIG or GTAW/TIG can be used to weld in new pieces of tubing, or even potentially repair fractured aluminum (that's a rather advanced topic.)
All of this is a huge oversimplification of general welding processes. The Internet has a lot of far better resources than I if you're interested in more, and youtube and other video sites will have some good material as well. Your local community college may also have classes.
Final notes: SAFETY
There's a lot of grinding and other prep that will potentially involve flying grit. Good close fitting shop glasses are a must, IMO. Photosensitive prescription eyeglasses will darken around a welding arc, even behind a welding helmet.
Get a good welding helmet. I do like an auto-darkening helmet, but I learned stick welding with nothing more than a fixed #11 helmet. However, be aware that economy helmets have been known to either not darken fast enough when an arc is struck, or lighten if the single sensor is occluded.
Gloves. Hot metal. Don't think I need to say more.
Clothes. NOTHING SYNTHETIC. Leather is ideal, but non-flammable material can be acceptable. I have a set of impermiable sleeves with elbow patches that are handy.
Be very very careful welding in an enclosed space, especially stainless, and other sort of uncommon materials. Heavy metal poisoning is a possibility.