Welding is a means of fusing steel together. It's not a bond like soldering. Welding actually liquifies the steel into a molten pool and cools into a unified piece. There are many types of welding from arc welding to MIG, TIG and oxyacetylene. Each type uses extreme heat to superheat the metal being fused together and a rod or wire to fill the seam being created. Welding is among the most common ways to attach steel pieces to one another.
Fastening steel, like welding, connects two steel pieces. In fact welding is fastening, but fastening is generally thought of as a mechanical joint. That means two or more pieces of steel are held together mechanically by fasteners such as nuts and bolts, screws or rivets. Usually holes are first drilled into the adjoining pieces, the fastener is placed through the holes, then snugged to hold the pieces tight.
Welding and fastening affix steel. Shaping actually changes the steel's form. Shaping rearranges the molecules in the steel. It can be done by bending. It is also done by stretching the steel. Stretching techniques can be done with a hammer or tools such as an English wheel. These tools are all used to form complex curves and shapes, particularly in sheets of steel. These techniques are similar if not the same as those used in auto body work.
Grinding removes steel. Sometimes steel is applied to a fixed-position grinder. In sculpture, more often, an angle grinder is applied to the steel. Grinders are often used to smooth over weld-marks for a cleaner look. They can also be used to grind shapes into the steel.