To weld to or more vertices together you can select the Vertices you wish to weld and then hit Alt-M. You will then be shown a list of alternatives as to how you wish to weld the vertices such as..
1, At First - This means that the vertices will be welded where the first selected vertice resides.
2, At Last - This means that the vertices will be welded where the last selected vertice resides.
3, At Centre - This means that they will be welded at the centre point between all of the selected vertices.
4, At cursor - This means that will be welded at the the position of the cursor.

Hope this helps

Ian...