It does not - this is just a purely visual effect and does not matter much here. Judging by how delightfully wonky this is, I’d say it was done with the Physics Constraints component. You’d need to study this:
There are plenty of tuts out there, too; not necessarily tackling how to do the entire welding thing but dealing with how the system works - you may need to focus on that before you handle the rest. Learn the inner working, how to create dependencies between simulating bodies and join them together. The welding part is, most likely, increasing the strength of the joint:
