As Geep said, the vertices in adjoining body parts need to line up (almost) exactly on order for welding to work. In addition to the "bend" line in each actor, there is also an "allowsBending" line in the 'figure' section, it needs to have a value of "1". If you have all that, and it still does not weld, open the cr2 in a text editor and check that the 'weld' lines exist in the 'figure' section. They should look something like this: weld abdomen:1
hip:1 weld chest:1
abdomen:1 weld neck:1
chest:1 weld head:1
neck:1 weld rCollar:1
chest:1 weld rShldr:1
rCollar:1 weld rForeArm:1
rShldr:1 weld rHand:1
rForeArm:1 weld rThumb1:1
rHand:1 [e.t.c...]

Also note that the welding only stops the parts from developing gaps, it does not add smooth organic bends. For that various joint parameter channels are needed.