I would first do any coping/machining necessary. You'll find this on the ASD- Model tab, then look for Machining. You'll see options such as fit to line, fit to polyline, and fit to object.
Once your beams fit together the way you want, click the Weld button. You'll find that button to the right of the machining buttons in the Bolts/Welds section.
If your pieces are within a certain tolerance of each other the program will allow you to create a weld. You can change this tolerance in Project Preferences under General.
On a side note, I find the program does better with welding when, after I click the Weld button, I first click right on the edge that needs welding, then click on the other piece to be welded. It seems it makes weird welds if I just click on each piece in a random spot.
I hope that helps. If you have trouble with anything, feel free to post screenshots of your issue or ask more questions.
