Welding is used to connect pieces of metal to other pieces of metal. There are a number of kinds of welding, since no one kind of welding is perfect for all uses, metals, or purposes.
This kind of welding is generally done by blacksmiths or people who do metalwork. It's done by heating up two or more pieces of metal to a set temperature in some kind of forge and then hammering the metal together, either by hand or by power hammering. Just like with other kinds of welding, a flux is used in order to make the forge weld more secure. In this case, the flux is generally something like borax. You will often see this method when a blacksmith is doing something like making Damascus steel, which is a patterned steel that often requires a billet to be cut into pieces or folded over and then forge welded again.
MIG welding may also be called GMAW. MIG stands for metal inert gas and GMAW stands for gas metal arc welding. The way that this works is that the welder or welding machine holds a tool that has a wire that is connected to an electrode and then electricity is run through it. There is also some kind of shielded gas that surrounds the wire. When the electricity and the gas get together, it heats up the pieces of metal so that they can be connected. There is generally some kind of flux used as well, which may come from the welding tool but may also come from a separate tool at the same time. This kind of welding is generally used with mild steel or aluminum, things that could be warped or damaged by too much heat.
Stick welding is also called arc welding or SMAW, shielded metal arc welding. This kind of welding gets used on heavy-duty iron and steel, and is seen in building trades and industrial settings. The way that it works is that it uses an electrical arc created between the workpieces and the wire. That will heat up the metal and allow the weld to be formed. The forming weld is generally protected by some kind of gas that is produced by welding machines as well.
Without welding, there would be no skyscrapers or cars. There are many forms of welding that can be used in different kinds of settings.