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As far as i know it is only possible to place weld features in an assembly. But you can create an assembly with only your sheetmetal part and place weld features to it, in that case it is a single part with weldfeatures.
If you want to create a 3D solid fillet weld bead, you have to create an assembly of the sheet metal part, convert it to an weldment and do a fillet weld bead. In other words there is no welding support in the part environment.