There's a fairly big difference between welding and soldering/brazing. Soldering/brazing are somewhat similar as you're not really melting the base material of the two parts in question (I definitely don't want to be melting my IC leads to a PCB board). As far as I can understand the distinction between these two is a bit fuzzy and is somewhat defined by temperature, but then again I don't really have a solid understanding of the brazing process.
Welding on the other hand requires sufficient penetration in the base material of both parts in order to form a proper joint. It's possible to get parts to somewhat stick together using only filler materials, but you'll have a terrible joint which has very little mechanical strength compared to a proper weld. In certain circumstances it's possible to get a fantastic weld without using any extra filler material.